Goodrich Corp MEM Volatility Analysis
Inactive
Last recorded values (Friday, July 27th, 2012):
1 Day
2.76%
1 Week
2.79%
1 Month
2.91%
Analysis last updated: Friday, November 20, 2015 at 07:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 2.12 | |
| 0.2207 | 46.39 | |
| 0.7793 | 212.40 |
Estimation Period:
Jan 2, 1990 to Jul 26, 2012
Jan 2, 1990 to Jul 26, 2012
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