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Cooper Industries PLC APARCH Volatility Analysis
Volatility Prediction for Friday, February 22nd, 2013:14.96% (-0.07%)

Analysis last updated: Friday, November 20, 2015 at 06:58 PM UTC

Date Range:

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graph of Cooper Industries PLC APARCH
paramt-stat
ω0.01986.76
α0.02468.60
β0.9725532.29
γ0.39563.19
δ1.403512.02
Estimation Period:
Jan 2, 1990 to Feb 21, 2013
Impact of return on volatility tomorrow
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