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

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V-Lab

Weyerhaeuser Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 13th, 2024:28.12% (+0.97%)

Analysis last updated: Tuesday, November 12, 2024 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.1450	5.33
$α$	0.0536	35.78
$β$	0.9934	744.14
$ν$	7	6.03

Estimation Period:
Jan 1, 1990 to Nov 8, 2024