Precision Castparts Corp GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, February 1st, 2016):
1 Day
13.59%
1 Week
14.38%
1 Month
17.10%
Analysis last updated: Monday, March 1, 2021 at 07:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0483 | 15.20 | |
| 0.0235 | 12.66 | |
| 0.9282 | 440.73 | |
| 0.0856 | 14.88 |
Estimation Period:
Jan 2, 1990 to Jan 29, 2016
Jan 2, 1990 to Jan 29, 2016
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