WestRock MWV LLC AGARCH Volatility Analysis
Inactive
Last recorded values (Thursday, July 2nd, 2015):
1 Day
21.15%
1 Week
21.62%
1 Month
23.22%
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 | |
|---|---|---|
| 0.0429 | 9.84 | |
| 0.0767 | 41.91 | |
| 0.9071 | 430.09 | |
| 0.5853 | 16.96 |
Estimation Period:
Jan 1, 1990 to Jun 26, 2015
Jan 1, 1990 to Jun 26, 2015
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