Potash Corp of Saskatchewan Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, January 2nd, 2018):
1 Day
20.08%
1 Week
20.32%
1 Month
21.22%
Analysis last updated: Monday, March 1, 2021 at 06:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 16.63 | |
| 0.0367 | 17.88 | |
| 0.9456 | 651.24 | |
| 0.0245 | 6.61 |
Estimation Period:
Jan 2, 1990 to Dec 29, 2017
Jan 2, 1990 to Dec 29, 2017
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