Celgene Corp GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, November 25th, 2019):
1 Day
17.37%
1 Week
18.01%
1 Month
20.36%
Analysis last updated: Monday, March 1, 2021 at 06:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0470 | 13.77 | |
| 0.0352 | 19.58 | |
| 0.9455 | 542.76 | |
| 0.0358 | 9.30 |
Estimation Period:
Jan 2, 1990 to Nov 22, 2019
Jan 2, 1990 to Nov 22, 2019
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