V-Lab: Martin Marietta Materials Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Martin Marietta Materials Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:25.35% (+4.22%)

Analysis last updated: Thursday, May 16, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.0935	5.18
$α$	0.0644	20.85
$β$	0.9826	276.72
$ν$	5	6.32

Estimation Period:
Feb 17, 1994 to May 10, 2024