Solutia Inc GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Tuesday, July 3rd, 2012):
1 Day
16.01%
1 Week
16.31%
1 Month
17.44%
Analysis last updated: Thursday, March 26, 2026 at 04:12 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 20.1714 | 11.99 | |
| 0.0783 | 80.20 | |
| 0.9990 | 9,514.29 | |
| 3.6676 | 147.32 |
Estimation Period:
Aug 21, 1997 to Jul 2, 2012
Aug 21, 1997 to Jul 2, 2012
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