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 Monday, May 12th, 2025:25.56% (-1.32%)

Analysis last updated: Friday, May 9, 2025 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2940	4.43
$α$	0.1380	6.46
$β$	0.6852	15.73
$γ_{1}$	-0.0203	-0.23
$γ_{2}$	0.0154	0.13
$γ_{3}$	0.0011	0.01
$γ_{4}$	0.0960	1.18
$γ_{5}$	-0.2347	-2.35
$γ_{6}$	0.2656	2.65
$γ_{7}$	-0.2348	-2.21
$γ_{8}$	0.2278	1.98
$γ_{9}$	-0.1843	-2.20
$γ_{10}$	0.0821	1.75

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

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