V-Lab
V-Lab
Terra Nitrogen Co LP MEM Volatility Analysis
Volatility Prediction for Monday, April 2nd, 2018:14.61% (-0.02%)

Analysis last updated: Thursday, March 29, 2018 at 11:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Terra Nitrogen Co LP MEM
paramt-stat
ω0.165811.00
α0.198937.09
β0.8011167.69
Estimation Period:
Apr 2, 1997 to Mar 29, 2018
Impact of return on volatility tomorrow
Volatility Forecasts