V-Lab
V-Lab
Celgene Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2019:19.79% (-0.13%)

Analysis last updated: Saturday, November 23, 2019 at 04:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Celgene Corp AGARCH
paramt-stat
ω0.05576.80
α0.086553.07
β0.9077666.94
γ0.896515.55
Estimation Period:
Jan 2, 1990 to Nov 22, 2019
Impact of return on volatility tomorrow
Volatility Forecasts