V-Lab: International Paper Co EGARCH Volatility Analysis

V-Lab

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V-Lab

International Paper Co EGARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:33.22% (-0.31%)

Analysis last updated: Tuesday, April 23, 2024 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0192	10.41
$α$	0.1297	38.28
$β$	0.9877	1291.05
$γ$	-0.0465	-15.24

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts