Alexion Pharmaceuticals Inc GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Thursday, July 29th, 2021):
1 Day
18.20%
1 Week
18.79%
1 Month
20.95%
Analysis last updated: Thursday, March 26, 2026 at 03:29 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 12.0460 | 4.74 | |
| 0.0528 | 60.51 | |
| 0.9959 | 1,291.72 | |
| 4.3038 | 23.05 |
Estimation Period:
Feb 29, 1996 to Jul 16, 2021
Feb 29, 1996 to Jul 16, 2021
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