Precision Castparts Corp AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, February 1st, 2016):
1 Day
15.21%
1 Week
16.10%
1 Month
19.05%
Analysis last updated: Saturday, January 30, 2016 at 01:48 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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