Citrix Systems Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, September 30th, 2022):
1 Day
13.75%
1 Week
14.24%
1 Month
16.02%
Analysis last updated: Thursday, September 29, 2022 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 8.44 | |
| 0.0367 | 17.90 | |
| 0.9526 | 600.23 | |
| 0.0204 | 4.72 |
Estimation Period:
Dec 8, 1995 to Sep 23, 2022
Dec 8, 1995 to Sep 23, 2022
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