V-Lab: Martinrea International Inc APARCH Volatility Analysis

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V-Lab

Martinrea International Inc APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:31.73% (-0.30%)

Analysis last updated: Thursday, May 2, 2024 at 02:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0337	10.33
$α$	0.0355	17.39
$β$	0.9635	571.48
$γ$	0.4166	11.93
$δ$	1.4147	24.57

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts