V-Lab
V-Lab
Goodrich Corp Asy. MEM Volatility Analysis
Volatility Prediction for Friday, July 27th, 2012:2.52% (+0.95%)

Analysis last updated: Friday, April 29, 2016 at 06:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Goodrich Corp AMEM
paramt-stat
ω0.00046.42
α0.169336.45
β0.7866221.39
γ0.088212.84
Estimation Period:
Jan 2, 1990 to Jul 26, 2012
Impact of return on volatility tomorrow
Volatility Forecasts