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V-Lab

Martinrea International Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.99% (-0.15%)
Analysis last updated: Saturday, February 7, 2026 at 01:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Martinrea International Inc S0GARCH
paramt-stat
ω1.25796.06
α0.13877.06
β0.657211.28
γ1-0.0475-1.00
γ2-0.0032-0.05
γ30.21554.04
γ4-0.3411-6.29
γ50.29085.52
γ6-0.1798-3.08
γ70.13772.07
γ8-0.1512-2.63
γ90.11613.14
Estimation Period:
Sep 19, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts