V-Lab: Russel Metals Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Russel Metals Inc APARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:27.96% (+0.10%)

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
$ω$	0.0253	15.06
$α$	0.0468	27.58
$β$	0.9529	714.32
$γ$	0.4013	17.77
$δ$	1.5450	33.95

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts