V-Lab
V-Lab
Martin Marietta Materials Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:22.59% (-0.28%)

Analysis last updated: Wednesday, April 24, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Martin Marietta Materials Inc GJR-GARCH
paramt-stat
ω0.061717.98
α0.017611.67
β0.9392549.90
γ0.058514.37
Estimation Period:
Feb 17, 1994 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts