Collins Aerospace GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, November 27th, 2018):
1 Day
31.98%
1 Week
31.95%
1 Month
31.81%
Analysis last updated: Monday, March 1, 2021 at 07:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 13.69 | |
| 0.0379 | 11.31 | |
| 0.9303 | 368.72 | |
| 0.0509 | 8.52 |
Estimation Period:
Jun 18, 2001 to Nov 21, 2018
Jun 18, 2001 to Nov 21, 2018
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