V-Lab: Iron Mountain Inc MF2-GARCH Volatility Analysis

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V-Lab

Iron Mountain Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:47.53% (-5.46%)

Analysis last updated: Monday, November 11, 2024 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0975	15.58
$β$	0.6893	53.27
$γ$	0.0813	9.13
$λ_{1}$	0.0991	1.25
$λ_{2}$	0.0287	1.39
$λ_{3}$	0.9456	24.10

Estimation Period:
Feb 1, 1996 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts