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V-Lab
WestRock MWV LLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 2nd, 2015:20.22% (+0.77%)

Analysis last updated: Monday, March 1, 2021 at 09:37 PM UTC

Date Range:

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graph of WestRock MWV LLC GJR-GARCH
paramt-stat
ω0.049412.82
α0.033812.68
β0.9262366.38
γ0.057310.41
Estimation Period:
Jan 1, 1990 to Jun 26, 2015
Impact of return on volatility tomorrow
Volatility Forecasts