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 Wednesday, November 13th, 2024:40.18% (-2.71%)

Analysis last updated: Tuesday, November 12, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2962	4.36
$α$	0.1367	6.33
$β$	0.6870	15.43
$γ_{1}$	-0.0143	-0.16
$γ_{2}$	0.0033	0.03
$γ_{3}$	0.0084	0.10
$γ_{4}$	0.1004	1.08
$γ_{5}$	-0.2479	-2.17
$γ_{6}$	0.2822	2.58
$γ_{7}$	-0.2564	-2.15
$γ_{8}$	0.2538	2.06
$γ_{9}$	-0.2129	-2.47
$γ_{10}$	0.1066	2.22

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

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