Russel Metals Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.20% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6682 | 6.85 | |
| 0.1374 | 9.38 | |
| 0.7340 | 24.81 | |
| -0.1511 | -4.22 | |
| 0.2209 | 4.22 | |
| -0.1505 | -3.99 | |
| 0.1101 | 2.77 | |
| 0.0178 | 0.47 | |
| -0.1423 | -3.85 | |
| 0.2111 | 5.69 | |
| -0.1996 | -4.63 | |
| 0.1405 | 2.79 | |
| -0.1637 | -2.60 |
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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