Russel Metals Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:37.95% (-3.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7208 | 7.01 | |
| 0.1350 | 9.54 | |
| 0.7479 | 26.47 | |
| -0.1222 | -3.31 | |
| 0.1760 | 3.25 | |
| -0.1242 | -3.18 | |
| 0.0966 | 2.36 | |
| 0.0161 | 0.41 | |
| -0.1268 | -3.37 | |
| 0.1875 | 4.98 | |
| -0.1675 | -3.85 | |
| 0.0850 | 1.81 | |
| -0.0232 | -0.74 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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