Cooper Industries PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 2.86 | |
| 0.0703 | 12.14 | |
| 0.9836 | 381.39 | |
| -0.0322 | -3.20 |
Estimation Period:
Jan 2, 1990 to Feb 21, 2013
Jan 2, 1990 to Feb 21, 2013
News Impact Curve
Volatility Forecasts
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