Cooper Industries PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0495 | 5.22 | |
| 0.0165 | 5.15 | |
| 0.9560 | 344.00 | |
| 0.0295 | 3.61 |
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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