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V-Lab
Cooper Industries PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, February 22nd, 2013:19.45% (-0.05%)

Analysis last updated: Friday, November 20, 2015 at 06:55 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Cooper Industries PLC AGARCH
paramt-stat
ω-0.0385-2.85
α0.018910.44
β0.9723469.93
γ1.95437.50
Estimation Period:
Jan 2, 1990 to Feb 21, 2013
Impact of return on volatility tomorrow
Volatility Forecasts