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WestRock MWV LLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, July 2nd, 2015:21.74% (+0.55%)

Analysis last updated: Monday, March 1, 2021 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

All

graph of WestRock MWV LLC EGARCH
paramt-stat
ω0.02338.93
α0.124426.37
β0.9865805.99
γ-0.0470-12.82
Estimation Period:
Jan 1, 1990 to Jun 26, 2015
Impact of return on volatility tomorrow
Volatility Forecasts