V-Lab
V-Lab

RB Global Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:27.17% (+0.47%)

Analysis last updated: Thursday, March 28, 2024 at 10:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RB Global Inc S0GARCH
paramt-stat
ω0.84536.58
α0.15395.42
β0.44323.98
γ1-0.0482-0.25
γ20.26320.94
γ3-0.5972-3.24
γ40.65383.56
γ5-0.4577-3.11
γ60.49273.57
γ7-0.7492-4.33
γ80.88544.57
γ9-0.6914-3.96
γ100.30052.33
Estimation Period:
Jan 27, 2004 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts