Russel Metals Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.53% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 13.06 | |
| 0.0143 | 11.94 | |
| 0.9534 | 776.40 | |
| 0.0542 | 17.11 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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