Varian Medical Systems Inc GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, April 15th, 2021):
1 Day
17.18%
1 Week
19.31%
1 Month
24.52%
Analysis last updated: Wednesday, April 14, 2021 at 10:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2200 | 23.62 | |
| 0.1395 | 34.52 | |
| 0.8114 | 173.55 |
Estimation Period:
Jan 2, 1990 to Apr 9, 2021
Jan 2, 1990 to Apr 9, 2021
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