Cooper Industries PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0385 | -2.85 | |
| 0.0189 | 10.44 | |
| 0.9723 | 469.93 | |
| 1.9543 | 7.50 |
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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