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Martinrea International Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.58% (-1.03%)
Analysis last updated: Saturday, February 21, 2026 at 03:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Martinrea International Inc S0GARCH
paramt-stat
ω1.26256.08
α0.13847.08
β0.658211.35
γ1-0.0464-0.98
γ2-0.0038-0.06
γ30.21394.02
γ4-0.3391-6.27
γ50.28935.51
γ6-0.1788-3.08
γ70.13652.06
γ8-0.1500-2.60
γ90.11503.10
Estimation Period:
Sep 19, 1997 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts