V-Lab
V-Lab

Chemtrade Electrochem Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 14th, 2017:21.96% (0.00%)

Analysis last updated: Monday, March 13, 2017 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chemtrade Electrochem Inc S0GARCH
paramt-stat
ω0.73224.42
α0.16544.84
β0.10751.21
γ1-0.3090-0.58
γ21.05901.43
γ3-2.0047-4.24
γ41.98085.10
γ5-0.8154-2.46
γ60.31560.86
γ70.14880.31
γ8-1.6456-3.37
γ91.95985.53
Estimation Period:
Aug 18, 2005 to Mar 10, 2017
Impact of return on volatility tomorrow
Volatility Forecasts