Goodrich Corp GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Friday, July 27th, 2012):
1 Day
1.94%
1 Week
2.03%
1 Month
2.33%
Analysis last updated: Thursday, March 26, 2026 at 02:29 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6705 | 5.81 | |
| 0.0750 | 98.62 | |
| 0.9990 | 4,970.15 | |
| 4.9185 | 60.06 |
Estimation Period:
Jan 2, 1990 to Jul 26, 2012
Jan 2, 1990 to Jul 26, 2012
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