V-Lab: RB Global Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

RB Global Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:23.83% (-0.96%)

Analysis last updated: Thursday, May 9, 2024 at 12:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7068	3.39
$α$	0.0547	17.90
$β$	0.9793	154.44
$ν$	4	7.90

Estimation Period:
Jan 27, 2004 to May 3, 2024