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

V-Lab

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V-Lab

RB Global Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:22.83% (-2.67%)

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
$ω$	0.8368	6.49
$α$	0.1619	5.28
$β$	0.4414	4.16
$γ_{1}$	-0.0676	-0.35
$γ_{2}$	0.2867	1.04
$γ_{3}$	-0.5988	-3.29
$γ_{4}$	0.6466	3.51
$γ_{5}$	-0.4412	-2.96
$γ_{6}$	0.4614	3.37
$γ_{7}$	-0.7139	-4.26
$γ_{8}$	0.8619	4.47
$γ_{9}$	-0.6662	-3.20
$γ_{10}$	0.1478	0.40

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts