V-Lab
V-Lab
Allergan UnLtd Co Asy. MEM Volatility Analysis
Volatility Prediction for Monday, May 11th, 2020:22.21% (-1.31%)

Analysis last updated: Friday, May 8, 2020 at 11:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Allergan UnLtd Co AMEM
paramt-stat
ω0.086419.84
α0.110019.84
β0.8418199.16
γ0.07418.99
Estimation Period:
Feb 17, 1993 to May 8, 2020
Impact of return on volatility tomorrow
Volatility Forecasts