V-Lab: Weyerhaeuser Co GJR-GARCH Volatility Analysis

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V-Lab

Weyerhaeuser Co GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 13th, 2024:30.89% (+0.73%)

Analysis last updated: Tuesday, November 12, 2024 at 10:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0303	14.49
$α$	0.0257	18.10
$β$	0.9428	663.03
$γ$	0.0499	13.20

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts