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Potash Corp of Saskatchewan Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 2nd, 2018:19.23% (-0.33%)

Analysis last updated: Monday, March 1, 2021 at 09:27 PM UTC

Date Range:

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graph of Potash Corp of Saskatchewan Inc EGARCH
paramt-stat
ω0.018414.52
α0.105238.24
β0.99111842.27
γ-0.0224-7.19
Estimation Period:
Jan 2, 1990 to Dec 29, 2017
Impact of return on volatility tomorrow
Volatility Forecasts