Cameron International Corp GARCH Volatility Analysis
Inactive
Last recorded values (Monday, April 4th, 2016):
1 Day
25.41%
1 Week
26.01%
1 Month
28.13%
Analysis last updated: Monday, March 1, 2021 at 07:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0914 | 13.54 | |
| 0.0772 | 32.33 | |
| 0.9114 | 344.69 |
Estimation Period:
Jul 6, 1995 to Apr 1, 2016
Jul 6, 1995 to Apr 1, 2016
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