V-Lab: Weyerhaeuser Co GAS-GARCH Student T Volatility Analysis

V-Lab

Weyerhaeuser Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 4th, 2025:26.88% (-0.72%)

Analysis last updated: Tuesday, June 3, 2025 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.0863	5.47
$α$	0.0525	36.08
$β$	0.9934	760.07
$ν$	7.2571	6.01

Estimation Period:
Jan 1, 1990 to May 30, 2025