Solutia Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, July 3rd, 2012):
1 Day
53.26%
1 Week
70.95%
1 Month
117.59%
Analysis last updated: Monday, March 1, 2021 at 08:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3615 | 9.26 | |
| 0.4707 | 1.60 | |
| 0.5848 | 10.02 | |
| -0.1111 | -0.39 |
Estimation Period:
Aug 21, 1997 to Jul 2, 2012
Aug 21, 1997 to Jul 2, 2012
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