WestRock MWV LLC GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, July 2nd, 2015):
1 Day
20.22%
1 Week
20.60%
1 Month
21.94%
Analysis last updated: Monday, March 1, 2021 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 12.82 | |
| 0.0338 | 12.68 | |
| 0.9262 | 366.38 | |
| 0.0573 | 10.41 |
Estimation Period:
Jan 1, 1990 to Jun 26, 2015
Jan 1, 1990 to Jun 26, 2015
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