Marriott Vacations Worldwide Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.36% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2576 | 3.48 | |
| 0.0792 | 20.88 | |
| 0.9827 | 200.76 | |
| 4.2376 | 8.09 |
Estimation Period:
Nov 8, 2011 to Feb 6, 2026
Nov 8, 2011 to Feb 6, 2026
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