V-Lab: Precision Castparts Corp AGARCH Volatility Analysis

V-Lab

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V-Lab

Precision Castparts Corp AGARCH Volatility Analysis

Volatility Prediction for Monday, February 1st, 2016:15.21% (-0.04%)

Analysis last updated: Saturday, January 30, 2016 at 01:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0273	-2.18
$α$	0.0579	31.24
$β$	0.9321	334.69
$γ$	1.2595	13.18

Estimation Period:
Jan 2, 1990 to Jan 29, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts