V-Lab
Martinrea International Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:29.83% (-0.66%)
Analysis last updated: Thursday, May 2, 2024 at 02:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2674 | 5.71 | |
| 0.1304 | 6.79 | |
| 0.6688 | 11.10 | |
| 0.0248 | 0.35 | |
| -0.1662 | -1.60 | |
| 0.3112 | 4.21 | |
| -0.1678 | -2.42 | |
| -0.1589 | -2.14 | |
| 0.3208 | 3.92 | |
| -0.2753 | -3.03 | |
| 0.1977 | 1.97 | |
| -0.1119 | -1.14 | |
| -0.0447 | -0.25 |
Estimation Period:
Sep 19, 1997 to Apr 19, 2024
Sep 19, 1997 to Apr 19, 2024
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