V-Lab: International Paper Co GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

International Paper Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:27.13% (-1.16%)

Analysis last updated: Wednesday, April 24, 2024 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.6055	7.86
$α$	0.0584	34.81
$β$	0.9880	589.16
$ν$	7	5.20

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