Solutia Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, July 3rd, 2012):
1 Day
40.49%
1 Week
45.78%
1 Month
56.24%
Analysis last updated: Monday, March 1, 2021 at 07:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4169 | 0.42 | |
| 0.2500 | 0.25 | |
| 0.8500 | 0.85 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 21, 1997 to Jul 2, 2012
Aug 21, 1997 to Jul 2, 2012
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