Cameron International Corp APARCH Volatility Analysis
Inactive
Last recorded values (Monday, April 4th, 2016):
1 Day
27.46%
1 Week
28.05%
1 Month
30.23%
Analysis last updated: Friday, April 29, 2016 at 06:44 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0464 | 15.02 | |
| 0.0706 | 28.22 | |
| 0.9294 | 365.75 | |
| 0.4320 | 16.75 | |
| 1.1150 | 25.99 |
Estimation Period:
Jul 6, 1995 to Apr 1, 2016
Jul 6, 1995 to Apr 1, 2016
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