V-Lab
Chemtrade Electrochem Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 14th, 2017:13.01% (+0.90%)
Analysis last updated: Monday, March 13, 2017 at 10:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0071 | -1.00 | |
| 0.0470 | 18.85 | |
| 0.9503 | 388.19 | |
| 0.8420 | 7.65 |
Estimation Period:
Aug 18, 2005 to Mar 10, 2017
Aug 18, 2005 to Mar 10, 2017
News Impact Curve
Volatility Forecasts
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