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

V-Lab

Iron Mountain Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 4th, 2025:23.84% (-0.55%)

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
$ω$	1.2550	4.27
$α$	0.1351	6.39
$β$	0.6876	15.76
$γ_{1}$	-0.0278	-0.31
$γ_{2}$	0.0247	0.20
$γ_{3}$	-0.0009	-0.01
$γ_{4}$	0.0955	1.20
$γ_{5}$	-0.2328	-2.38
$γ_{6}$	0.2629	2.65
$γ_{7}$	-0.2314	-2.21
$γ_{8}$	0.2254	1.98
$γ_{9}$	-0.1849	-2.20
$γ_{10}$	0.0841	1.79

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

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Volatility Forecasts

Volatility Forecasts