Russel Metals Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.57% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7139 | 6.93 | |
| 0.1320 | 9.53 | |
| 0.7533 | 27.02 | |
| -0.1243 | -3.35 | |
| 0.1788 | 3.29 | |
| -0.1252 | -3.20 | |
| 0.0969 | 2.36 | |
| 0.0157 | 0.40 | |
| -0.1256 | -3.33 | |
| 0.1854 | 4.92 | |
| -0.1637 | -3.76 | |
| 0.0775 | 1.65 | |
| -0.0149 | -0.48 |
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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