Alexion Pharmaceuticals Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Thursday, July 29th, 2021):
1 Day
16.45%
1 Week
16.80%
1 Month
18.28%
Analysis last updated: Wednesday, July 28, 2021 at 10:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 10.78 | |
| 0.0915 | 23.39 | |
| 0.9943 | 1,682.35 | |
| -0.0273 | -8.12 |
Estimation Period:
Feb 29, 1996 to Jul 16, 2021
Feb 29, 1996 to Jul 16, 2021
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