Collins Aerospace MEM Volatility Analysis
Inactive
Last recorded values (Tuesday, November 27th, 2018):
1 Day
18.95%
1 Week
19.50%
1 Month
21.56%
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 | |
|---|---|---|
| 0.0453 | 6.54 | |
| 0.2397 | 32.02 | |
| 0.7583 | 103.85 |
Estimation Period:
Jun 18, 2001 to Nov 21, 2018
Jun 18, 2001 to Nov 21, 2018
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