V-Lab
Martinrea International Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:41.94% (-1.84%)
Analysis last updated: Tuesday, May 7, 2024 at 01:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3036 | 5.89 | |
| 0.1302 | 6.84 | |
| 0.6734 | 11.55 | |
| 0.0295 | 0.42 | |
| -0.1654 | -1.60 | |
| 0.3009 | 4.05 | |
| -0.1647 | -2.38 | |
| -0.1501 | -2.03 | |
| 0.3066 | 3.77 | |
| -0.2659 | -2.98 | |
| 0.2035 | 2.10 | |
| -0.1483 | -1.87 | |
| 0.0632 | 1.20 |
Estimation Period:
Sep 19, 1997 to May 3, 2024
Sep 19, 1997 to May 3, 2024
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