V-Lab
V-Lab
Solutia Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 3rd, 2012:53.26% (-0.27%)

Analysis last updated: Monday, March 1, 2021 at 08:56 PM UTC

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graph of Solutia Inc GJR-GARCH
paramt-stat
ω4.36159.26
α0.47071.60
β0.584810.02
γ-0.1111-0.39
Estimation Period:
Aug 21, 1997 to Jul 2, 2012
Impact of return on volatility tomorrow
Volatility Forecasts