Precision Castparts Corp GARCH Volatility Analysis
Inactive
Last recorded values (Monday, February 1st, 2016):
1 Day
14.55%
1 Week
15.30%
1 Month
17.83%
Analysis last updated: Monday, March 1, 2021 at 08:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0549 | 15.98 | |
| 0.0669 | 32.54 | |
| 0.9216 | 357.49 |
Estimation Period:
Jan 2, 1990 to Jan 29, 2016
Jan 2, 1990 to Jan 29, 2016
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