V-Lab: Weyerhaeuser Co APARCH Volatility Analysis

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V-Lab

Weyerhaeuser Co APARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.53% (+0.50%)

Analysis last updated: Friday, April 26, 2024 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0231	18.23
$α$	0.0552	33.62
$β$	0.9448	587.54
$γ$	0.3823	19.04
$δ$	1.3423	30.18

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts