V-Lab
V-Lab
Cameron International Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, April 4th, 2016:27.56% (+1.17%)

Analysis last updated: Monday, March 1, 2021 at 05:25 PM UTC

Date Range:

from

to

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1Y ·

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10Y ·

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graph of Cameron International Corp EGARCH
paramt-stat
ω0.034511.77
α0.126729.22
β0.98431101.02
γ-0.0538-12.83
Estimation Period:
Jul 6, 1995 to Apr 1, 2016
Impact of return on volatility tomorrow
Volatility Forecasts