St Jude Medical Inc APARCH Volatility Analysis
Inactive
Last recorded values (Thursday, January 5th, 2017):
1 Day
16.61%
1 Week
17.08%
1 Month
18.91%
Analysis last updated: Wednesday, January 4, 2017 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 17.41 | |
| 0.0368 | 26.22 | |
| 0.9632 | 642.59 | |
| 0.8957 | 27.00 | |
| 0.8498 | 23.88 |
Estimation Period:
Jan 2, 1990 to Dec 30, 2016
Jan 2, 1990 to Dec 30, 2016
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