Solutia Inc GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, July 3rd, 2012):
1 Day
52.92%
1 Week
69.51%
1 Month
113.83%
Analysis last updated: Monday, March 1, 2021 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0308 | 11.37 | |
| 0.3878 | 2.71 | |
| 0.6122 | 13.22 |
Estimation Period:
Aug 21, 1997 to Jul 2, 2012
Aug 21, 1997 to Jul 2, 2012
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