Precision Castparts Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0273 | -2.18 | |
| 0.0579 | 31.24 | |
| 0.9321 | 334.69 | |
| 1.2595 | 13.18 |
Estimation Period:
Jan 2, 1990 to Jan 29, 2016
Jan 2, 1990 to Jan 29, 2016
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equities