CR Bard Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Friday, December 29th, 2017):
1 Day
16.36%
1 Week
17.93%
1 Month
21.80%
Analysis last updated: Thursday, December 28, 2017 at 11:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1563 | 14.17 | |
| 0.1299 | 41.38 | |
| 0.8171 | 169.10 | |
| 0.3112 | 7.54 |
Estimation Period:
Jan 2, 1990 to Dec 22, 2017
Jan 2, 1990 to Dec 22, 2017
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