Cooper Industries PLC GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, February 22nd, 2013):
1 Day
18.03%
1 Week
18.48%
1 Month
20.05%
Analysis last updated: Monday, March 1, 2021 at 06:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0495 | 5.22 | |
| 0.0165 | 5.15 | |
| 0.9560 | 344.00 | |
| 0.0295 | 3.61 |
Estimation Period:
Jan 2, 1990 to Feb 21, 2013
Jan 2, 1990 to Feb 21, 2013
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