WestRock MWV LLC EGARCH Volatility Analysis
Inactive
Last recorded values (Thursday, July 2nd, 2015):
1 Day
21.74%
1 Week
22.06%
1 Month
23.31%
Analysis last updated: Monday, March 1, 2021 at 09:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 8.93 | |
| 0.1244 | 26.37 | |
| 0.9865 | 805.99 | |
| -0.0470 | -12.82 |
Estimation Period:
Jan 1, 1990 to Jun 26, 2015
Jan 1, 1990 to Jun 26, 2015
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