V-Lab
Solvay SA AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:32.84% (-1.29%)
Analysis last updated: Saturday, April 20, 2024 at 08:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0565 | 17.95 | |
| 0.0692 | 35.17 | |
| 0.9133 | 338.62 | |
| 0.0108 | 0.09 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024