V-Lab: Russel Metals Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Russel Metals Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:25.16% (-0.93%)

Analysis last updated: Thursday, April 25, 2024 at 01:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6722	7.07
$α$	0.1328	8.93
$β$	0.7397	24.89
$γ_{1}$	-0.1509	-3.76
$γ_{2}$	0.2163	3.65
$γ_{3}$	-0.1323	-3.02
$γ_{4}$	0.0616	1.33
$γ_{5}$	0.0962	1.86
$γ_{6}$	-0.2188	-3.88
$γ_{7}$	0.2523	4.73
$γ_{8}$	-0.1960	-3.68
$γ_{9}$	0.1070	2.36
$γ_{10}$	-0.0493	-1.72

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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