Precision Castparts Corp GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Monday, February 1st, 2016):
1 Day
3.96%
1 Week
4.10%
1 Month
4.60%
Analysis last updated: Thursday, March 26, 2026 at 03:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2436 | 7.96 | |
| 0.0565 | 93.96 | |
| 0.9990 | 6,750.00 | |
| 3.9705 | 128.40 |
Estimation Period:
Jan 2, 1990 to Jan 29, 2016
Jan 2, 1990 to Jan 29, 2016
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