Raytheon Co GARCH Volatility Analysis
Inactive
Last recorded values (Monday, April 6th, 2020):
1 Day
100.77%
1 Week
100.02%
1 Month
97.12%
Analysis last updated: Monday, March 1, 2021 at 08:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 15.53 | |
| 0.0656 | 34.95 | |
| 0.9264 | 464.10 |
Estimation Period:
Jan 2, 1990 to Apr 3, 2020
Jan 2, 1990 to Apr 3, 2020
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