Cooper Industries PLC MEM Volatility Analysis
Inactive
Last recorded values (Monday, December 3rd, 2012):
1 Day
37.95%
1 Week
37.76%
1 Month
37.16%
Analysis last updated: Friday, November 20, 2015 at 07:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1576 | 8.19 | |
| 0.2014 | 31.70 | |
| 0.7659 | 132.45 |
Estimation Period:
Jan 2, 1990 to Nov 30, 2012
Jan 2, 1990 to Nov 30, 2012
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