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 Friday, April 19th, 2024:29.97% (-2.00%)

Analysis last updated: Friday, April 19, 2024 at 02:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6720	7.03
$α$	0.1336	8.97
$β$	0.7395	24.98
$γ_{1}$	-0.1511	-3.76
$γ_{2}$	0.2165	3.65
$γ_{3}$	-0.1323	-3.01
$γ_{4}$	0.0615	1.32
$γ_{5}$	0.0962	1.85
$γ_{6}$	-0.2188	-3.87
$γ_{7}$	0.2524	4.72
$γ_{8}$	-0.1963	-3.68
$γ_{9}$	0.1073	2.36
$γ_{10}$	-0.0495	-1.71

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

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