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

V-Lab

| |

V-Lab

Iron Mountain Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 13th, 2024:39.89% (-2.73%)

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
$ω$	1.3210	4.52
$α$	0.1379	6.27
$β$	0.6826	15.02
$γ_{1}$	-0.0127	-0.14
$γ_{2}$	0.0050	0.04
$γ_{3}$	-0.0001	-0.00
$γ_{4}$	0.1130	1.22
$γ_{5}$	-0.2641	-2.33
$γ_{6}$	0.2987	2.76
$γ_{7}$	-0.2691	-2.27
$γ_{8}$	0.2610	2.09
$γ_{9}$	-0.2140	-2.15
$γ_{10}$	0.0965	0.76

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts