V-Lab: RB Global Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

RB Global Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:24.23% (-0.02%)

Analysis last updated: Friday, April 26, 2024 at 02:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8523	6.56
$α$	0.1562	5.44
$β$	0.4490	4.16
$γ_{1}$	-0.0382	-0.20
$γ_{2}$	0.2415	0.86
$γ_{3}$	-0.5719	-3.11
$γ_{4}$	0.6271	3.39
$γ_{5}$	-0.4288	-2.88
$γ_{6}$	0.4601	3.36
$γ_{7}$	-0.7238	-4.29
$γ_{8}$	0.8846	4.65
$γ_{9}$	-0.7231	-4.24
$γ_{10}$	0.3399	2.71

Estimation Period:
Jan 27, 2004 to Apr 19, 2024

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