V-Lab: Weyerhaeuser Co Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Weyerhaeuser Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 13th, 2024:32.71% (+0.01%)

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
$ω$	0.8771	8.15
$α$	0.0559	6.64
$β$	0.9132	70.27
$γ_{1}$	-0.0514	-1.85
$γ_{2}$	0.1161	2.75
$γ_{3}$	-0.1653	-5.76
$γ_{4}$	0.2156	7.93
$γ_{5}$	-0.2150	-7.49
$γ_{6}$	0.1450	5.08
$γ_{7}$	-0.0281	-1.05
$γ_{8}$	-0.0345	-1.68

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts