Russel Metals Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.68% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0416 | 11.85 | |
| 0.0178 | 13.58 | |
| 0.9487 | 683.48 | |
| 0.0542 | 15.04 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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