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

V-Lab

Iron Mountain Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:29.30% (-0.92%)

Analysis last updated: Friday, May 9, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0974	15.31
$β$	0.6766	48.87
$γ$	0.0824	9.41
$λ_{1}$	0.1131	1.17
$λ_{2}$	0.0342	1.28
$λ_{3}$	0.9367	18.86

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts