Martin Marietta Materials Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
32.54%
decreased by 0.03%
1 Week
32.54%
decreased by 0.03%
1 Month
32.56%
decreased by 0.01%
Analysis last updated: Tuesday, June 9, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0591 | 18.12 | |
| 0.0172 | 11.93 | |
| 0.9412 | 578.50 | |
| 0.0553 | 14.50 |
Estimation Period:
Feb 17, 1994 to Jun 5, 2026
Feb 17, 1994 to Jun 5, 2026
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