Cameron International Corp GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Monday, April 4th, 2016):
1 Day
25.25%
1 Week
25.51%
1 Month
26.49%
Analysis last updated: Thursday, March 26, 2026 at 05:23 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 8.2565 | 4.25 | |
| 0.0556 | 36.31 | |
| 0.9954 | 842.86 | |
| 7.4453 | 5.89 |
Estimation Period:
Jul 6, 1995 to Apr 1, 2016
Jul 6, 1995 to Apr 1, 2016
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