V-Lab
V-Lab
Solutia Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, July 3rd, 2012:40.49% (+0.43%)

Analysis last updated: Monday, March 1, 2021 at 07:46 PM UTC

Date Range:

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graph of Solutia Inc EGARCH
paramt-stat
ω0.41690.42
α0.25000.25
β0.85000.85
γ0.00000.00
Estimation Period:
Aug 21, 1997 to Jul 2, 2012
Impact of return on volatility tomorrow
Volatility Forecasts