Cooper Industries PLC GARCH Volatility Analysis
Inactive
Last recorded values (Friday, February 22nd, 2013):
1 Day
17.15%
1 Week
17.76%
1 Month
19.81%
Analysis last updated: Monday, March 1, 2021 at 06:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0610 | 6.10 | |
| 0.0404 | 15.82 | |
| 0.9441 | 211.20 |
Estimation Period:
Jan 2, 1990 to Feb 21, 2013
Jan 2, 1990 to Feb 21, 2013
Other GARCH Analyses on Equities