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Collins Aerospace EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 27th, 2018:24.80% (-0.64%)

Analysis last updated: Monday, March 1, 2021 at 08:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

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10Y ·

All

graph of Collins Aerospace EGARCH
paramt-stat
ω0.017310.13
α0.126424.56
β0.98821081.19
γ-0.0431-9.82
Estimation Period:
Jun 18, 2001 to Nov 21, 2018
Impact of return on volatility tomorrow
Volatility Forecasts