V-Lab: Plum Creek Timber Co Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Plum Creek Timber Co Inc APARCH Volatility Analysis

Volatility Prediction for Monday, February 22nd, 2016:45.25% (+3.99%)

Analysis last updated: Friday, February 19, 2016 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0612	13.64
$α$	0.0967	24.16
$β$	0.8935	189.99
$γ$	0.1669	5.74
$δ$	1.4420	23.77

Estimation Period:
Jan 1, 1990 to Feb 19, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts