V-Lab: RB Global Inc EGARCH Volatility Analysis

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V-Lab

RB Global Inc EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:17.65% (-0.10%)

Analysis last updated: Thursday, April 25, 2024 at 01:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0645	13.44
$α$	0.1712	19.25
$β$	0.9626	281.13
$γ$	-0.0060	-0.92

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts