Collins Aerospace APARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, November 27th, 2018):
1 Day
25.58%
1 Week
25.66%
1 Month
25.94%
Analysis last updated: Monday, November 26, 2018 at 10:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 15.49 | |
| 0.0615 | 20.37 | |
| 0.9385 | 350.85 | |
| 0.3213 | 11.16 | |
| 1.4173 | 20.28 |
Estimation Period:
Jun 18, 2001 to Nov 21, 2018
Jun 18, 2001 to Nov 21, 2018
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