Celgene Corp GARCH Volatility Analysis
Inactive
Last recorded values (Monday, November 25th, 2019):
1 Day
17.70%
1 Week
18.35%
1 Month
20.70%
Analysis last updated: Monday, March 1, 2021 at 09:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0498 | 11.81 | |
| 0.0531 | 27.90 | |
| 0.9443 | 504.41 |
Estimation Period:
Jan 2, 1990 to Nov 22, 2019
Jan 2, 1990 to Nov 22, 2019
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