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V-Lab
Terra Nitrogen Co LP EGARCH Volatility Analysis
Volatility Prediction for Monday, April 2nd, 2018:11.05% (-0.27%)

Analysis last updated: Monday, March 1, 2021 at 07:52 PM UTC

Date Range:

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graph of Terra Nitrogen Co LP EGARCH
paramt-stat
ω0.161520.06
α0.319035.45
β0.9403289.68
γ-0.0097-1.18
Estimation Period:
Apr 2, 1997 to Mar 29, 2018
Impact of return on volatility tomorrow
Volatility Forecasts