Collins Aerospace Asy. MEM Volatility Analysis
Inactive
Last recorded values (Tuesday, November 27th, 2018):
1 Day
19.40%
1 Week
19.95%
1 Month
21.94%
Analysis last updated: Monday, November 26, 2018 at 10:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0478 | 14.49 | |
| 0.1964 | 22.94 | |
| 0.7620 | 103.84 | |
| 0.0763 | 6.81 |
Estimation Period:
Jun 18, 2001 to Nov 21, 2018
Jun 18, 2001 to Nov 21, 2018
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