Cameron International Corp EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, April 4th, 2016):
1 Day
27.56%
1 Week
28.04%
1 Month
29.85%
Analysis last updated: Monday, March 1, 2021 at 05:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 11.77 | |
| 0.1267 | 29.22 | |
| 0.9843 | 1,101.02 | |
| -0.0538 | -12.83 |
Estimation Period:
Jul 6, 1995 to Apr 1, 2016
Jul 6, 1995 to Apr 1, 2016
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