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Potash Corp of Saskatchewan Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 2nd, 2018:19.65% (-0.47%)

Analysis last updated: Saturday, December 30, 2017 at 12:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Potash Corp of Saskatchewan Inc AGARCH
paramt-stat
ω0.032615.83
α0.058044.90
β0.9340677.28
γ0.31197.34
Estimation Period:
Jan 2, 1990 to Dec 29, 2017
Impact of return on volatility tomorrow
Volatility Forecasts