V-Lab: Weyerhaeuser Co APARCH Volatility Analysis

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V-Lab

Weyerhaeuser Co APARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:23.52% (-0.39%)

Analysis last updated: Friday, May 10, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0231	18.24
$α$	0.0552	33.60
$β$	0.9448	587.58
$γ$	0.3830	19.05
$δ$	1.3404	30.15

Estimation Period:
Jan 1, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts