Mylan NV EGARCH Volatility Analysis
Inactive
Last recorded values (Friday, November 20th, 2020):
1 Day
34.23%
1 Week
34.67%
1 Month
36.26%
Analysis last updated: Monday, March 1, 2021 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0506 | 12.39 | |
| 0.1112 | 25.89 | |
| 0.9756 | 629.44 | |
| -0.0520 | -13.53 |
Estimation Period:
Jan 2, 1990 to Nov 13, 2020
Jan 2, 1990 to Nov 13, 2020
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