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V-Lab
Potash Corp of Saskatchewan Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 2nd, 2018:20.37% (-0.30%)

Analysis last updated: Monday, March 1, 2021 at 07:01 PM UTC

Date Range:

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graph of Potash Corp of Saskatchewan Inc GARCH
paramt-stat
ω0.026414.35
α0.046834.69
β0.9473633.63
Estimation Period:
Jan 2, 1990 to Dec 29, 2017
Impact of return on volatility tomorrow
Volatility Forecasts