V-Lab
V-Lab
International Paper Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:33.80% (+1.45%)

Analysis last updated: Monday, April 29, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of International Paper Co GJR-GARCH
paramt-stat
ω0.053816.89
α0.034617.76
β0.9237468.66
γ0.055811.57
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts