V-Lab: RB Global Inc AGARCH Volatility Analysis

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V-Lab

RB Global Inc AGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:21.70% (-0.22%)

Analysis last updated: Tuesday, April 23, 2024 at 02:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2494	13.11
$α$	0.0894	17.87
$β$	0.8489	98.93
$γ$	0.0495	0.55

Estimation Period:
Jan 27, 2004 to Apr 19, 2024

News Impact Curve

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Volatility Forecasts