Solutia Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3615 | 9.26 | |
| 0.4707 | 1.60 | |
| 0.5848 | 10.02 | |
| -0.1111 | -0.39 |
Estimation Period:
Aug 21, 1997 to Jul 2, 2012
Aug 21, 1997 to Jul 2, 2012
News Impact Curve
Volatility Forecasts
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