Goodrich Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 15.21 | |
| 0.2475 | 37.50 | |
| 0.9881 | 1,357.28 | |
| -0.0790 | -18.03 |
Estimation Period:
Jan 2, 1990 to Jul 26, 2012
Jan 2, 1990 to Jul 26, 2012
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities