WestRock MWV LLC GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, July 2nd, 2015):
1 Day
20.59%
1 Week
20.94%
1 Month
22.20%
Analysis last updated: Monday, March 1, 2021 at 08:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0498 | 13.93 | |
| 0.0659 | 29.32 | |
| 0.9220 | 363.70 |
Estimation Period:
Jan 1, 1990 to Jun 26, 2015
Jan 1, 1990 to Jun 26, 2015
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