Cooper Industries PLC APARCH Volatility Analysis
Inactive
Last recorded values (Friday, February 22nd, 2013):
1 Day
14.96%
1 Week
15.30%
1 Month
16.56%
Analysis last updated: Friday, November 20, 2015 at 06:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 6.76 | |
| 0.0246 | 8.60 | |
| 0.9725 | 532.29 | |
| 0.3956 | 3.19 | |
| 1.4035 | 12.02 |
Estimation Period:
Jan 2, 1990 to Feb 21, 2013
Jan 2, 1990 to Feb 21, 2013
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