Solutia Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, July 3rd, 2012):
1 Day
26.79%
1 Week
49.49%
1 Month
828.03%
Analysis last updated: Friday, November 20, 2015 at 07:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3996 | 5.88 | |
| 0.9206 | 8.80 | |
| 0.6140 | 36.18 | |
| -0.3424 | -4.33 |
Estimation Period:
Aug 21, 1997 to Jul 2, 2012
Aug 21, 1997 to Jul 2, 2012
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