Solutia Inc MEM Volatility Analysis
Inactive
Last recorded values (Tuesday, July 3rd, 2012):
1 Day
24.21%
1 Week
28.84%
1 Month
42.60%
Analysis last updated: Thursday, October 22, 2015 at 11:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4877 | 6.99 | |
| 0.2826 | 11.91 | |
| 0.7174 | 53.75 |
Estimation Period:
Aug 21, 1997 to Jul 2, 2012
Aug 21, 1997 to Jul 2, 2012
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