Marriott Vacations Worldwide Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.62% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1020 | 8.83 | |
| 0.0096 | 4.40 | |
| 0.9389 | 343.78 | |
| 0.0705 | 12.75 |
Estimation Period:
Nov 8, 2011 to Feb 6, 2026
Nov 8, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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