V-Lab
V-Lab
WestRock MWV LLC Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, July 2nd, 2015:26.97% (-0.83%)

Analysis last updated: Wednesday, July 1, 2015 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of WestRock MWV LLC AMEM
paramt-stat
ω0.077121.49
α0.105926.64
β0.8433263.52
γ0.06297.85
Estimation Period:
Jan 2, 1990 to Jun 26, 2015
Impact of return on volatility tomorrow
Volatility Forecasts