V-Lab: Celanese Corp MF2-GARCH Volatility Analysis

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V-Lab

Celanese Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:27.87% (-0.59%)

Analysis last updated: Friday, April 26, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0000	0.01
$β$	0.9425	452.27
$γ$	0.0856	32.68
$λ_{1}$	0.0013	4.11
$λ_{2}$	0.0000	0.07
$λ_{3}$	0.9996	5074.03

Estimation Period:
Jan 21, 2005 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts