WestRock MWV LLC Asy. MEM Volatility Analysis
Inactive
Last recorded values (Thursday, July 2nd, 2015):
1 Day
26.97%
1 Week
27.17%
1 Month
27.83%
Analysis last updated: Wednesday, July 1, 2015 at 09:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0771 | 21.49 | |
| 0.1059 | 26.64 | |
| 0.8433 | 263.52 | |
| 0.0629 | 7.85 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2015
Jan 2, 1990 to Jun 26, 2015
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