Precision Castparts Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0549 | 15.98 | |
| 0.0669 | 32.54 | |
| 0.9216 | 357.49 |
Estimation Period:
Jan 2, 1990 to Jan 29, 2016
Jan 2, 1990 to Jan 29, 2016
News Impact Curve
Volatility Forecasts
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