Celgene Corp GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Monday, November 25th, 2019):
1 Day
14.27%
1 Week
14.63%
1 Month
15.99%
Analysis last updated: Thursday, March 26, 2026 at 03:59 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21.6141 | 9.33 | |
| 0.0466 | 80.40 | |
| 0.9990 | 10,193.88 | |
| 4.1977 | 69.99 |
Estimation Period:
Jan 2, 1990 to Nov 22, 2019
Jan 2, 1990 to Nov 22, 2019
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