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Potash Corp of Saskatchewan Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 2nd, 2018:20.08% (-0.32%)

Analysis last updated: Monday, March 1, 2021 at 06:59 PM UTC

Date Range:

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graph of Potash Corp of Saskatchewan Inc GJR-GARCH
paramt-stat
ω0.028116.63
α0.036717.88
β0.9456651.24
γ0.02456.61
Estimation Period:
Jan 2, 1990 to Dec 29, 2017
Impact of return on volatility tomorrow
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