Skip to main content
V-Lab

Martinrea International Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.32% (-0.17%)
Analysis last updated: Saturday, February 7, 2026 at 01:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Martinrea International Inc SGARCH
paramt-stat
ω1.26766.03
α0.14007.03
β0.657311.29
γ1-0.0405-0.85
γ2-0.0171-0.25
γ30.22984.30
γ4-0.3553-6.54
γ50.30205.71
γ6-0.1848-3.13
γ70.13051.92
γ8-0.1199-1.85
γ90.02040.24
Estimation Period:
Sep 19, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts