V-Lab: Weyerhaeuser Co GJR-GARCH Volatility Analysis

V-Lab

Weyerhaeuser Co GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:33.86% (-0.78%)

Analysis last updated: Friday, May 9, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0298	14.71
$α$	0.0256	18.37
$β$	0.9436	677.36
$γ$	0.0484	13.17

Estimation Period:
Jan 1, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts