V-Lab
Solvay SA AGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:30.85% (-1.07%)
Analysis last updated: Saturday, May 4, 2024 at 08:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0562 | 18.27 | |
| 0.0687 | 34.96 | |
| 0.9132 | 341.49 | |
| 0.0605 | 0.57 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024