V-Lab: Iron Mountain Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Iron Mountain Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:24.95% (-1.22%)

Analysis last updated: Wednesday, May 8, 2024 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2724	4.25
$α$	0.1307	6.29
$β$	0.6982	16.11
$γ_{1}$	-0.0195	-0.21
$γ_{2}$	0.0084	0.06
$γ_{3}$	0.0086	0.09
$γ_{4}$	0.1015	0.93
$γ_{5}$	-0.2478	-1.87
$γ_{6}$	0.2837	2.26
$γ_{7}$	-0.2673	-1.94
$γ_{8}$	0.2584	1.95
$γ_{9}$	-0.1924	-2.14
$γ_{10}$	0.0803	1.53

Estimation Period:
Feb 1, 1996 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts