Goodrich Corp GARCH Volatility Analysis
Inactive
Last recorded values (Friday, July 27th, 2012):
1 Day
1.78%
1 Week
1.83%
1 Month
2.02%
Analysis last updated: Monday, March 1, 2021 at 09:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 3.56 | |
| 0.0978 | 31.09 | |
| 0.9022 | 428.58 |
Estimation Period:
Jan 2, 1990 to Jul 26, 2012
Jan 2, 1990 to Jul 26, 2012
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