V-Lab
V-Lab
Cooper Industries PLC MEM Volatility Analysis
Volatility Prediction for Monday, December 3rd, 2012:37.95% (+16.42%)

Analysis last updated: Friday, November 20, 2015 at 07:41 PM UTC

Date Range:

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graph of Cooper Industries PLC MEM
paramt-stat
ω0.15768.19
α0.201431.70
β0.7659132.45
Estimation Period:
Jan 2, 1990 to Nov 30, 2012
Impact of return on volatility tomorrow
Volatility Forecasts