V-Lab
V-Lab
Westlake Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:27.98% (-0.03%)

Analysis last updated: Friday, May 3, 2024 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Westlake Corp EGARCH
paramt-stat
ω0.039614.56
α0.125924.58
β0.9824940.96
γ-0.0489-13.43
Estimation Period:
Aug 12, 2004 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts