V-Lab
RB Global Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:21.50% (-0.20%)
Analysis last updated: Wednesday, April 24, 2024 at 12:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2105 | 11.59 | |
| 0.0622 | 8.32 | |
| 0.8690 | 98.66 | |
| 0.0336 | 2.94 |
Estimation Period:
Jan 27, 2004 to Apr 19, 2024
Jan 27, 2004 to Apr 19, 2024
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