V-Lab
V-Lab
SunEdison Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, January 1st, 2018:96.80% (-2.79%)

Analysis last updated: Saturday, December 30, 2017 at 12:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SunEdison Inc AGARCH
paramt-stat
ω0.14124.04
α0.059722.78
β0.9286260.83
γ1.963714.64
Estimation Period:
Jul 13, 1995 to Dec 29, 2017
Impact of return on volatility tomorrow
Volatility Forecasts