Martin Marietta Materials Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
34.03%
decreased by 0.54%
1 Week
33.99%
decreased by 0.58%
1 Month
33.87%
decreased by 0.70%
Analysis last updated: Saturday, June 13, 2026 at 12:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0592 | 18.12 | |
| 0.0172 | 11.93 | |
| 0.9412 | 579.18 | |
| 0.0555 | 14.54 |
Estimation Period:
Feb 17, 1994 to Jun 12, 2026
Feb 17, 1994 to Jun 12, 2026
Other GJR-GARCH Analyses on Equities