Skip to main content
V-Lab

Potash Corp of Saskatchewan Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 29, 2017 at 09:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Potash Corp of Saskatchewan Inc S0GARCH
paramt-stat
ω1.02065.97
α0.04486.64
β0.932083.69
γ10.23374.14
γ2-0.3525-3.86
γ30.16062.23
γ4-0.0644-1.18
γ50.08981.68
γ6-0.1978-3.08
γ70.21733.08
γ8-0.0994-1.94
Estimation Period:
Jan 1, 1990 to Dec 29, 2017
Impact of return on volatility tomorrow
Volatility Forecasts