Varian Medical Systems Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, April 15th, 2021):
1 Day
17.03%
1 Week
18.92%
1 Month
23.82%
Analysis last updated: Wednesday, April 14, 2021 at 10:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1874 | 23.04 | |
| 0.0850 | 19.44 | |
| 0.8364 | 203.81 | |
| 0.0758 | 7.62 |
Estimation Period:
Jan 2, 1990 to Apr 9, 2021
Jan 2, 1990 to Apr 9, 2021
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