V-Lab: Russel Metals Inc Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Russel Metals Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:22.04% (+0.18%)

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
$ω$	0.6210	6.77
$α$	0.1331	8.80
$β$	0.7321	23.73
$γ_{1}$	-0.1824	-4.62
$γ_{2}$	0.2646	4.57
$γ_{3}$	-0.1593	-3.72
$γ_{4}$	0.0744	1.64
$γ_{5}$	0.0989	1.93
$γ_{6}$	-0.2340	-4.20
$γ_{7}$	0.2737	5.18
$γ_{8}$	-0.2223	-4.19
$γ_{9}$	0.1475	2.87
$γ_{10}$	-0.1392	-1.96

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts