Mead Johnson Nutrition Co AGARCH Volatility Analysis
Inactive
Last recorded values (Thursday, June 15th, 2017):
1 Day
15.99%
1 Week
17.97%
1 Month
22.44%
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 | |
|---|---|---|
| 0.1669 | 10.55 | |
| 0.1376 | 21.35 | |
| 0.7987 | 105.46 | |
| 0.5394 | 6.11 |
Estimation Period:
Feb 12, 2009 to Jun 9, 2017
Feb 12, 2009 to Jun 9, 2017
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