Mead Johnson Nutrition Co Asy. MEM Volatility Analysis
Inactive
Last recorded values (Thursday, June 15th, 2017):
1 Day
2.76%
1 Week
2.79%
1 Month
2.91%
Analysis last updated: Wednesday, June 14, 2017 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 2.41 | |
| 0.1752 | 15.21 | |
| 0.8059 | 128.80 | |
| 0.0378 | 2.65 |
Estimation Period:
Feb 12, 2009 to Jun 9, 2017
Feb 12, 2009 to Jun 9, 2017
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