Celgene Corp EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, November 25th, 2019):
1 Day
13.25%
1 Week
13.70%
1 Month
15.64%
Analysis last updated: Monday, March 1, 2021 at 06:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 12.48 | |
| 0.1250 | 30.07 | |
| 0.9912 | 1,486.10 | |
| -0.0419 | -11.56 |
Estimation Period:
Jan 2, 1990 to Nov 22, 2019
Jan 2, 1990 to Nov 22, 2019
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