Cameron International Corp GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, April 4th, 2016):
1 Day
26.31%
1 Week
27.02%
1 Month
29.50%
Analysis last updated: Monday, March 1, 2021 at 06:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1112 | 13.91 | |
| 0.0435 | 13.75 | |
| 0.9063 | 304.93 | |
| 0.0754 | 11.48 |
Estimation Period:
Jul 6, 1995 to Apr 1, 2016
Jul 6, 1995 to Apr 1, 2016
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