V-Lab: SunEdison Inc EGARCH Volatility Analysis

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V-Lab

SunEdison Inc EGARCH Volatility Analysis

Volatility Prediction for Monday, January 1st, 2018:141.52% (-1.59%)

Analysis last updated: Monday, March 1, 2021 at 08:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0065	1.36
$α$	0.0312	14.76
$β$	0.9991	1139.22
$γ$	-0.0438	-16.06

Estimation Period:
Jul 13, 1995 to Dec 29, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts