V-Lab
Plum Creek Timber Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 22nd, 2016:43.23% (+2.95%)
Analysis last updated: Monday, March 1, 2021 at 06:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0604 | 18.58 | |
| 0.0576 | 10.67 | |
| 0.9057 | 260.62 | |
| 0.0331 | 3.95 |
Estimation Period:
Jan 1, 1990 to Feb 19, 2016
Jan 1, 1990 to Feb 19, 2016
News Impact Curve
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