V-Lab
V-Lab
Solutia Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 3rd, 2012:52.92% (-0.06%)

Analysis last updated: Monday, March 1, 2021 at 07:06 PM UTC

Date Range:

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graph of Solutia Inc GARCH
paramt-stat
ω4.030811.37
α0.38782.71
β0.612213.22
Estimation Period:
Aug 21, 1997 to Jul 2, 2012
Impact of return on volatility tomorrow
Volatility Forecasts