Goodrich Corp APARCH Volatility Analysis
Inactive
Last recorded values (Friday, July 27th, 2012):
1 Day
4.17%
1 Week
4.98%
1 Month
8.68%
Analysis last updated: Friday, April 29, 2016 at 05:46 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0342 | 21.11 | |
| 0.1109 | 25.56 | |
| 0.8891 | 210.48 | |
| 0.4136 | 17.84 | |
| 0.5000 | 19.70 |
Estimation Period:
Jan 2, 1990 to Jul 26, 2012
Jan 2, 1990 to Jul 26, 2012
Other APARCH Analyses on Equities