Potash Corp of Saskatchewan Inc GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, January 2nd, 2018):
1 Day
20.37%
1 Week
20.57%
1 Month
21.33%
Analysis last updated: Monday, March 1, 2021 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 14.35 | |
| 0.0468 | 34.69 | |
| 0.9473 | 633.63 |
Estimation Period:
Jan 2, 1990 to Dec 29, 2017
Jan 2, 1990 to Dec 29, 2017
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