St Jude Medical Inc MEM Volatility Analysis
Inactive
Last recorded values (Thursday, January 5th, 2017):
1 Day
16.78%
1 Week
18.33%
1 Month
22.74%
Analysis last updated: Wednesday, January 4, 2017 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1424 | 3.44 | |
| 0.1466 | 13.93 | |
| 0.8253 | 205.09 |
Estimation Period:
Jan 2, 1990 to Dec 30, 2016
Jan 2, 1990 to Dec 30, 2016
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