V-Lab
V-Lab
Westlake Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:28.54% (-0.12%)

Analysis last updated: Thursday, April 25, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of Westlake Corp GJR-GARCH
paramt-stat
ω0.097514.62
α0.022810.73
β0.9364377.88
γ0.055811.79
Estimation Period:
Aug 12, 2004 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts