Cameron International Corp Asy. MEM Volatility Analysis
Inactive
Last recorded values (Monday, April 4th, 2016):
1 Day
26.79%
1 Week
27.84%
1 Month
31.11%
Analysis last updated: Friday, April 1, 2016 at 10:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1908 | 15.60 | |
| 0.1121 | 22.29 | |
| 0.8181 | 179.61 | |
| 0.0873 | 7.93 |
Estimation Period:
Jul 6, 1995 to Apr 1, 2016
Jul 6, 1995 to Apr 1, 2016
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