Mylan NV MEM Volatility Analysis
Inactive
Last recorded values (Friday, November 20th, 2020):
1 Day
38.00%
1 Week
38.43%
1 Month
39.81%
Analysis last updated: Thursday, November 19, 2020 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2268 | 11.78 | |
| 0.1886 | 35.54 | |
| 0.7834 | 174.13 |
Estimation Period:
Jan 2, 1990 to Nov 13, 2020
Jan 2, 1990 to Nov 13, 2020
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