Precision Castparts Corp APARCH Volatility Analysis
Inactive
Last recorded values (Monday, February 1st, 2016):
1 Day
11.11%
1 Week
11.68%
1 Month
13.89%
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 | |
|---|---|---|
| 0.0235 | 7.00 | |
| 0.0403 | 10.58 | |
| 0.9597 | 198.41 | |
| 0.8273 | 8.18 | |
| 1.0044 | 17.92 |
Estimation Period:
Jan 2, 1990 to Jan 29, 2016
Jan 2, 1990 to Jan 29, 2016
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