Solutia Inc Asy. MEM Volatility Analysis
Inactive
Last recorded values (Tuesday, July 3rd, 2012):
1 Day
24.36%
1 Week
28.94%
1 Month
40.85%
Analysis last updated: Monday, July 14, 2014 at 04:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4840 | 23.10 | |
| 0.2393 | 6.91 | |
| 0.7186 | 51.30 | |
| 0.0843 | 1.94 |
Estimation Period:
Aug 21, 1997 to Jul 2, 2012
Aug 21, 1997 to Jul 2, 2012
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