V-Lab
V-Lab
Precision Castparts Corp MEM Volatility Analysis
Volatility Prediction for Monday, February 1st, 2016:5.32% (-0.15%)

Analysis last updated: Thursday, April 14, 2016 at 01:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Precision Castparts Corp MEM
paramt-stat
ω0.00476.08
α0.110542.00
β0.8895341.44
Estimation Period:
Jan 2, 1990 to Jan 29, 2016
Impact of return on volatility tomorrow
Volatility Forecasts