Precision Castparts Corp Asy. MEM Volatility Analysis
Inactive
Last recorded values (Monday, February 1st, 2016):
1 Day
8.42%
1 Week
9.14%
1 Month
11.59%
Analysis last updated: Saturday, January 30, 2016 at 01:47 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0251 | 18.59 | |
| 0.0989 | 29.89 | |
| 0.8711 | 292.03 | |
| 0.0600 | 7.71 |
Estimation Period:
Jan 2, 1990 to Jan 29, 2016
Jan 2, 1990 to Jan 29, 2016
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