Cooper Industries PLC GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Friday, February 22nd, 2013):
1 Day
0.51%
1 Week
0.58%
1 Month
0.78%
Analysis last updated: Thursday, March 26, 2026 at 02:09 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1407 | 4.74 | |
| 0.0820 | 123.64 | |
| 0.9990 | 3,872.09 | |
| 3.7827 | 134.74 |
Estimation Period:
Jan 2, 1990 to Feb 21, 2013
Jan 2, 1990 to Feb 21, 2013
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