St Jude Medical Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Thursday, January 5th, 2017):
1 Day
18.92%
1 Week
19.98%
1 Month
23.24%
Analysis last updated: Wednesday, January 4, 2017 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 2.55 | |
| 0.0592 | 44.58 | |
| 0.9166 | 509.76 | |
| 1.2477 | 18.27 |
Estimation Period:
Jan 2, 1990 to Dec 30, 2016
Jan 2, 1990 to Dec 30, 2016
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