V-Lab
V-Lab
CareFusion Corp APARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2015:10.22% (-0.23%)

Analysis last updated: Friday, April 29, 2016 at 06:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of CareFusion Corp APARCH
paramt-stat
ω0.03774.24
α0.102510.35
β0.897553.92
γ0.26135.93
δ0.50004.66
Estimation Period:
Aug 24, 2009 to Mar 13, 2015
Impact of return on volatility tomorrow
Volatility Forecasts