V-Lab
V-Lab
Covidien Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2015:22.13% (+1.45%)

Analysis last updated: Monday, March 1, 2021 at 05:20 PM UTC

Date Range:

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graph of Covidien Ltd GJR-GARCH
paramt-stat
ω0.25308.73
α0.00100.46
β0.816566.44
γ0.18957.93
Estimation Period:
Jun 15, 2007 to Jan 23, 2015
Impact of return on volatility tomorrow
Volatility Forecasts