Allergan UnLtd Co GARCH Volatility Analysis
Inactive
Last recorded values (Monday, May 11th, 2020):
1 Day
27.78%
1 Week
27.97%
1 Month
28.70%
Analysis last updated: Monday, March 1, 2021 at 08:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0433 | 12.17 | |
| 0.0466 | 26.18 | |
| 0.9463 | 442.20 |
Estimation Period:
Feb 17, 1993 to May 8, 2020
Feb 17, 1993 to May 8, 2020
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