V-Lab: Celanese Corp MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Celanese Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:28.95% (+3.00%)

Analysis last updated: Friday, May 10, 2024 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0000	0.01
$β$	0.9427	452.76
$γ$	0.0854	32.66
$λ_{1}$	0.0013	4.16
$λ_{2}$	0.0000	0.07
$λ_{3}$	0.9996	5099.91

Estimation Period:
Jan 21, 2005 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts