Precision Castparts Corp EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, February 1st, 2016):
1 Day
5.83%
1 Week
6.23%
1 Month
8.07%
Analysis last updated: Monday, March 1, 2021 at 05:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 11.71 | |
| 0.1511 | 39.02 | |
| 0.9839 | 873.00 | |
| -0.0719 | -20.04 |
Estimation Period:
Jan 2, 1990 to Jan 29, 2016
Jan 2, 1990 to Jan 29, 2016
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