Collins Aerospace GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Tuesday, November 27th, 2018):
1 Day
21.69%
1 Week
21.79%
1 Month
22.19%
Analysis last updated: Thursday, March 26, 2026 at 06:53 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 10.5585 | 6.73 | |
| 0.0648 | 66.63 | |
| 0.9990 | 7,035.21 | |
| 4.8882 | 31.50 |
Estimation Period:
Jun 18, 2001 to Nov 21, 2018
Jun 18, 2001 to Nov 21, 2018
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