V-Lab
V-Lab

Martinrea International Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 1st, 2024:34.09% (-0.65%)

Analysis last updated: Friday, March 29, 2024 at 01:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Martinrea International Inc S0GARCH
paramt-stat
ω1.30005.92
α0.13026.80
β0.669711.21
γ10.03020.43
γ2-0.1665-1.60
γ30.29874.01
γ4-0.1549-2.22
γ5-0.1660-2.21
γ60.32193.91
γ7-0.2762-3.03
γ80.20772.12
γ9-0.1444-1.81
γ100.05571.04
Estimation Period:
Sep 19, 1997 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts