Solutia Inc APARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, July 3rd, 2012):
1 Day
35.45%
1 Week
49.43%
1 Month
105.01%
Analysis last updated: Friday, November 20, 2015 at 07:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2094 | 6.47 | |
| 0.2985 | 14.54 | |
| 0.7015 | 34.39 | |
| 0.0877 | 1.56 | |
| 0.5000 | 5.36 |
Estimation Period:
Aug 21, 1997 to Jul 2, 2012
Aug 21, 1997 to Jul 2, 2012
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