V-Lab
Agrium Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 2nd, 2018:20.98% (-0.43%)
Analysis last updated: Monday, March 1, 2021 at 08:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 11.92 | |
| 0.0885 | 31.16 | |
| 0.9897 | 1374.56 | |
| -0.0220 | -7.27 |
Estimation Period:
Apr 21, 1993 to Dec 29, 2017
Apr 21, 1993 to Dec 29, 2017