V-Lab: Weyerhaeuser Co MF2-GARCH Volatility Analysis

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V-Lab

Weyerhaeuser Co MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:25.15% (-0.44%)

Analysis last updated: Tuesday, May 7, 2024 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0171	10.07
$β$	0.9046	176.89
$γ$	0.0745	19.96
$λ_{1}$	0.0086	4.43
$λ_{2}$	0.0280	5.03
$λ_{3}$	0.9698	158.23

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts