V-Lab: Weyerhaeuser Co MF2-GARCH Volatility Analysis

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Weyerhaeuser Co MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:23.46% (-0.55%)

Analysis last updated: Monday, December 15, 2025 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0167	10.10
$β$	0.9053	176.61
$γ$	0.0729	20.20
$λ_{1}$	0.0097	4.19
$λ_{2}$	0.0297	4.64
$λ_{3}$	0.9678	136.81

Estimation Period:
Jan 1, 1990 to Dec 12, 2025

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