V-Lab
V-Lab
Solutia Inc Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, July 3rd, 2012:24.36% (+1.38%)

Analysis last updated: Monday, July 14, 2014 at 04:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Solutia Inc AMEM
paramt-stat
ω0.484023.10
α0.23936.91
β0.718651.30
γ0.08431.94
Estimation Period:
Aug 21, 1997 to Jul 2, 2012
Impact of return on volatility tomorrow
Volatility Forecasts