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V-Lab

Martinrea International Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:29.06% (-3.16%)
Analysis last updated: Friday, February 20, 2026 at 01:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Martinrea International Inc SGARCH
paramt-stat
ω1.26586.04
α0.13927.05
β0.658411.35
γ1-0.0415-0.88
γ2-0.0148-0.21
γ30.22714.27
γ4-0.3532-6.53
γ50.30125.72
γ6-0.1850-3.16
γ70.13231.95
γ8-0.1261-1.94
γ90.04230.49
Estimation Period:
Sep 19, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts