V-Lab
V-Lab

Chemtrade Electrochem Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 14th, 2017:7.09% (+0.05%)

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 SGARCH
paramt-stat
ω0.72754.35
α0.15894.72
β0.16401.71
γ1-0.3333-0.62
γ21.09961.47
γ3-2.0392-4.28
γ42.03155.20
γ5-0.9093-2.71
γ60.50201.35
γ7-0.2755-0.56
γ8-0.5626-0.96
γ9-1.4746-2.14
Estimation Period:
Aug 18, 2005 to Mar 10, 2017
Impact of return on volatility tomorrow
Volatility Forecasts