Solutia Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0308 | 11.37 | |
| 0.3878 | 2.71 | |
| 0.6122 | 13.22 |
Estimation Period:
Aug 21, 1997 to Jul 2, 2012
Aug 21, 1997 to Jul 2, 2012
News Impact Curve
Volatility Forecasts
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