V-Lab
V-Lab
International Paper Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:35.97% (+0.70%)

Analysis last updated: Wednesday, April 17, 2024 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of International Paper Co GJR-GARCH
paramt-stat
ω0.053416.78
α0.034517.73
β0.9240470.47
γ0.055911.59
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts