Potash Corp of Saskatchewan Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, January 2nd, 2018):
1 Day
19.23%
1 Week
19.53%
1 Month
20.69%
Analysis last updated: Monday, March 1, 2021 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0184 | 14.52 | |
| 0.1052 | 38.24 | |
| 0.9911 | 1,842.27 | |
| -0.0224 | -7.19 |
Estimation Period:
Jan 2, 1990 to Dec 29, 2017
Jan 2, 1990 to Dec 29, 2017
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