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

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Weyerhaeuser Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:27.77% (-0.60%)

Analysis last updated: Saturday, December 13, 2025 at 01:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9096	8.09
$α$	0.0549	6.89
$β$	0.9174	79.70
$γ_{1}$	-0.0310	-1.16
$γ_{2}$	0.0737	1.80
$γ_{3}$	-0.1189	-4.23
$γ_{4}$	0.1727	6.75
$γ_{5}$	-0.1955	-7.75
$γ_{6}$	0.1670	5.95
$γ_{7}$	-0.0809	-3.05
$γ_{8}$	0.0078	0.43

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts