Celgene Corp AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, November 25th, 2019):
1 Day
19.79%
1 Week
21.21%
1 Month
25.97%
Analysis last updated: Saturday, November 23, 2019 at 04:38 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0557 | 6.80 | |
| 0.0865 | 53.07 | |
| 0.9077 | 666.94 | |
| 0.8965 | 15.55 |
Estimation Period:
Jan 2, 1990 to Nov 22, 2019
Jan 2, 1990 to Nov 22, 2019
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