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V-Lab
Goodrich Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, July 27th, 2012:1.92% (+0.21%)

Analysis last updated: Monday, March 1, 2021 at 09:32 PM UTC

Date Range:

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graph of Goodrich Corp EGARCH
paramt-stat
ω0.028115.21
α0.247537.50
β0.98811357.28
γ-0.0790-18.03
Estimation Period:
Jan 2, 1990 to Jul 26, 2012
Impact of return on volatility tomorrow
Volatility Forecasts