V-Lab: RB Global Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

RB Global Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:21.76% (-0.02%)

Analysis last updated: Friday, April 26, 2024 at 02:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8339	6.50
$α$	0.1601	5.33
$β$	0.4404	4.08
$γ_{1}$	-0.0717	-0.37
$γ_{2}$	0.2964	1.08
$γ_{3}$	-0.6114	-3.36
$γ_{4}$	0.6606	3.60
$γ_{5}$	-0.4565	-3.08
$γ_{6}$	0.4794	3.49
$γ_{7}$	-0.7308	-4.30
$γ_{8}$	0.8714	4.45
$γ_{9}$	-0.6697	-3.12
$γ_{10}$	0.1767	0.45

Estimation Period:
Jan 27, 2004 to Apr 19, 2024

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Volatility Forecasts

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