Cooper Industries PLC AGARCH Volatility Analysis
Inactive
Last recorded values (Friday, February 22nd, 2013):
1 Day
19.45%
1 Week
19.71%
1 Month
20.66%
Analysis last updated: Friday, November 20, 2015 at 06:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0385 | -2.85 | |
| 0.0189 | 10.44 | |
| 0.9723 | 469.93 | |
| 1.9543 | 7.50 |
Estimation Period:
Jan 2, 1990 to Feb 21, 2013
Jan 2, 1990 to Feb 21, 2013
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