V-Lab
V-Lab
Covidien Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2015:21.14% (+2.16%)

Analysis last updated: Monday, March 1, 2021 at 06:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Covidien Ltd EGARCH
paramt-stat
ω0.05440.83
α0.07462.75
β0.947647.17
γ-0.1522-13.26
Estimation Period:
Jun 15, 2007 to Jan 23, 2015
Impact of return on volatility tomorrow
Volatility Forecasts