V-Lab
V-Lab

Agrium Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 2nd, 2018:19.97% (-0.55%)

Analysis last updated: Friday, December 29, 2017 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Agrium Inc S0GARCH
paramt-stat
ω0.89386.81
α0.07646.37
β0.810424.04
γ1-0.0558-0.70
γ20.19101.63
γ3-0.2561-2.88
γ40.12001.37
γ50.07260.91
γ6-0.0571-0.72
γ7-0.1748-2.03
γ80.23962.47
γ9-0.0450-0.56
γ10-0.0420-0.78
Estimation Period:
Apr 21, 1993 to Dec 29, 2017
Impact of return on volatility tomorrow
Volatility Forecasts