Cooper Industries PLC EGARCH Volatility Analysis
Inactive
Last recorded values (Friday, February 22nd, 2013):
1 Day
10.80%
1 Week
11.24%
1 Month
13.08%
Analysis last updated: Monday, March 1, 2021 at 07:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 2.86 | |
| 0.0703 | 12.14 | |
| 0.9836 | 381.39 | |
| -0.0322 | -3.20 |
Estimation Period:
Jan 2, 1990 to Feb 21, 2013
Jan 2, 1990 to Feb 21, 2013
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