Goodrich Corp AGARCH Volatility Analysis
Inactive
Last recorded values (Friday, July 27th, 2012):
1 Day
10.56%
1 Week
10.90%
1 Month
12.41%
Analysis last updated: Friday, April 29, 2016 at 06:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0010 | -2.48 | |
| 0.1505 | 37.67 | |
| 0.8773 | 376.22 | |
| 0.1363 | 11.96 |
Estimation Period:
Jan 2, 1990 to Jul 26, 2012
Jan 2, 1990 to Jul 26, 2012
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