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

V-Lab

Iron Mountain Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 4th, 2025:28.01% (-0.53%)

Analysis last updated: Tuesday, June 3, 2025 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0973	15.33
$β$	0.6772	48.94
$γ$	0.0816	9.37
$λ_{1}$	0.1130	1.16
$λ_{2}$	0.0340	1.28
$λ_{3}$	0.9369	18.86

Estimation Period:
Feb 1, 1996 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts