V-Lab
Martinrea International Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:29.40% (-0.88%)
Analysis last updated: Thursday, May 16, 2024 at 01:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2709 | 5.72 | |
| 0.1296 | 6.78 | |
| 0.6717 | 11.25 | |
| 0.0246 | 0.35 | |
| -0.1660 | -1.61 | |
| 0.3143 | 4.27 | |
| -0.1785 | -2.61 | |
| -0.1426 | -1.95 | |
| 0.3054 | 3.80 | |
| -0.2642 | -2.98 | |
| 0.1906 | 1.93 | |
| -0.1085 | -1.13 | |
| -0.0497 | -0.29 |
Estimation Period:
Sep 19, 1997 to May 10, 2024
Sep 19, 1997 to May 10, 2024
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