V-Lab
V-Lab
Martin Marietta Materials Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:24.05% (-0.39%)

Analysis last updated: Wednesday, May 1, 2024 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Martin Marietta Materials Inc GJR-GARCH
paramt-stat
ω0.061617.96
α0.017511.67
β0.9393550.90
γ0.058414.38
Estimation Period:
Feb 17, 1994 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts