V-Lab
V-Lab
Allergan UnLtd Co GARCH Volatility Analysis
Volatility Prediction for Monday, May 11th, 2020:27.78% (-0.57%)

Analysis last updated: Monday, March 1, 2021 at 08:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Allergan UnLtd Co GARCH
paramt-stat
ω0.043312.17
α0.046626.18
β0.9463442.20
Estimation Period:
Feb 17, 1993 to May 8, 2020
Impact of return on volatility tomorrow
Volatility Forecasts