V-Lab: Marsh & McLennan Cos Inc GARCH Volatility Analysis

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V-Lab

Marsh & McLennan Cos Inc GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:15.51% (+0.85%)

Analysis last updated: Thursday, May 16, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0439	13.65
$α$	0.0746	35.66
$β$	0.9074	426.83

Estimation Period:
Jan 2, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts