Cooper Industries PLC Asy. MEM Volatility Analysis
Inactive
Last recorded values (Monday, December 3rd, 2012):
1 Day
41.75%
1 Week
41.26%
1 Month
39.69%
Analysis last updated: Friday, November 20, 2015 at 06:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1832 | 15.95 | |
| 0.1746 | 14.77 | |
| 0.7490 | 123.94 | |
| 0.0757 | 2.73 |
Estimation Period:
Jan 2, 1990 to Nov 30, 2012
Jan 2, 1990 to Nov 30, 2012
Other Asy. MEM Analyses on Equities