V-Lab: Martinrea International Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Martinrea International Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:35.55% (-0.53%)

Analysis last updated: Friday, April 26, 2024 at 02:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3022	5.90
$α$	0.1305	6.83
$β$	0.6712	11.38
$γ_{1}$	0.0299	0.43
$γ_{2}$	-0.1661	-1.60
$γ_{3}$	0.2998	4.03
$γ_{4}$	-0.1597	-2.30
$γ_{5}$	-0.1583	-2.12
$γ_{6}$	0.3147	3.85
$γ_{7}$	-0.2719	-3.01
$γ_{8}$	0.2073	2.13
$γ_{9}$	-0.1499	-1.89
$γ_{10}$	0.0634	1.19

Estimation Period:
Sep 19, 1997 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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