V-Lab
V-Lab
Martin Marietta Materials Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:21.82% (+0.12%)

Analysis last updated: Thursday, April 18, 2024 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Martin Marietta Materials Inc GJR-GARCH
paramt-stat
ω0.062018.00
α0.017611.66
β0.9391548.88
γ0.058514.36
Estimation Period:
Feb 17, 1994 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts