V-Lab
V-Lab
Solutia Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, July 3rd, 2012:26.79% (-4.88%)

Analysis last updated: Friday, November 20, 2015 at 07:07 PM UTC

Date Range:

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graph of Solutia Inc AGARCH
paramt-stat
ω0.39965.88
α0.92068.80
β0.614036.18
γ-0.3424-4.33
Estimation Period:
Aug 21, 1997 to Jul 2, 2012
Impact of return on volatility tomorrow
Volatility Forecasts