V-Lab: Solutia Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Solutia Inc APARCH Volatility Analysis

Volatility Prediction for Tuesday, July 3rd, 2012:35.45% (+3.04%)

Analysis last updated: Friday, November 20, 2015 at 07:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2094	6.47
$α$	0.2985	14.54
$β$	0.7015	34.39
$γ$	0.0877	1.56
$δ$	0.5000	5.36

Estimation Period:
Aug 21, 1997 to Jul 2, 2012

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts