V-Lab
V-Lab
CR Bard Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, December 29th, 2017:10.91% (+0.39%)

Analysis last updated: Monday, March 1, 2021 at 05:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CR Bard Inc EGARCH
paramt-stat
ω0.01995.35
α0.079817.41
β0.9871563.72
γ-0.0403-12.11
Estimation Period:
Jan 2, 1990 to Dec 22, 2017
Impact of return on volatility tomorrow
Volatility Forecasts