Potash Corp of Saskatchewan Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0206 | 5.97 | |
| 0.0448 | 6.64 | |
| 0.9320 | 83.69 | |
| 0.2337 | 4.14 | |
| -0.3525 | -3.86 | |
| 0.1606 | 2.23 | |
| -0.0644 | -1.18 | |
| 0.0898 | 1.68 | |
| -0.1978 | -3.08 | |
| 0.2173 | 3.08 | |
| -0.0994 | -1.94 |
Estimation Period:
Jan 1, 1990 to Dec 29, 2017
Jan 1, 1990 to Dec 29, 2017
News Impact Curve
Volatility Forecasts
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