V-Lab: Plum Creek Timber Co Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Plum Creek Timber Co Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 22nd, 2016:46.01% (+3.96%)

Analysis last updated: Monday, March 1, 2021 at 07:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9272	5.30
$α$	0.0774	26.75
$β$	0.9821	276.02
$ν$	5	8.26

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