Goodrich Corp EGARCH Volatility Analysis
Inactive
Last recorded values (Friday, July 27th, 2012):
1 Day
1.92%
1 Week
2.08%
1 Month
2.88%
Analysis last updated: Monday, March 1, 2021 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 15.21 | |
| 0.2475 | 37.50 | |
| 0.9881 | 1,357.28 | |
| -0.0790 | -18.03 |
Estimation Period:
Jan 2, 1990 to Jul 26, 2012
Jan 2, 1990 to Jul 26, 2012
Other EGARCH Analyses on Equities