V-Lab: Iron Mountain Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Iron Mountain Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.42% (-1.16%)

Analysis last updated: Friday, April 26, 2024 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2467	4.11
$α$	0.1302	6.30
$β$	0.7002	16.33
$γ_{1}$	-0.0256	-0.26
$γ_{2}$	0.0144	0.11
$γ_{3}$	0.0097	0.11
$γ_{4}$	0.1002	0.91
$γ_{5}$	-0.2478	-1.87
$γ_{6}$	0.2852	2.28
$γ_{7}$	-0.2702	-1.97
$γ_{8}$	0.2615	1.98
$γ_{9}$	-0.1939	-2.16
$γ_{10}$	0.0803	1.52

Estimation Period:
Feb 1, 1996 to Apr 26, 2024

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