V-Lab: Iron Mountain Inc GJR-GARCH Volatility Analysis

V-Lab

Iron Mountain Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:29.25% (-1.09%)

Analysis last updated: Friday, May 9, 2025 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1934	17.03
$α$	0.0443	13.09
$β$	0.8753	166.78
$γ$	0.0684	7.37

Estimation Period:
Feb 1, 1996 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts