Goodrich Corp GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, July 27th, 2012):
1 Day
1.69%
1 Week
1.76%
1 Month
1.98%
Analysis last updated: Monday, March 1, 2021 at 08:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 4.68 | |
| 0.0658 | 28.69 | |
| 0.9068 | 480.79 | |
| 0.0548 | 9.44 |
Estimation Period:
Jan 2, 1990 to Jul 26, 2012
Jan 2, 1990 to Jul 26, 2012
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