Cameron International Corp AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, April 4th, 2016):
1 Day
26.79%
1 Week
28.12%
1 Month
32.37%
Analysis last updated: Friday, April 1, 2016 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0484 | 3.02 | |
| 0.1131 | 36.28 | |
| 0.8671 | 273.87 | |
| 1.1749 | 18.02 |
Estimation Period:
Jul 6, 1995 to Apr 1, 2016
Jul 6, 1995 to Apr 1, 2016
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