V-Lab
V-Lab
SunEdison Inc GARCH Volatility Analysis
Volatility Prediction for Monday, January 1st, 2018:234.67% (-4.10%)

Analysis last updated: Monday, March 1, 2021 at 09:35 PM UTC

Date Range:

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to

6M ·

1Y ·

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graph of SunEdison Inc GARCH
paramt-stat
ω0.11895.76
α0.032113.85
β0.9654354.54
Estimation Period:
Jul 13, 1995 to Dec 29, 2017
Impact of return on volatility tomorrow
Volatility Forecasts