Cerner Corp EGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, June 8th, 2022):
1 Day
4.68%
1 Week
4.83%
1 Month
5.47%
Analysis last updated: Tuesday, June 7, 2022 at 11:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 9.18 | |
| 0.1117 | 28.30 | |
| 0.9956 | 1,382.77 | |
| -0.0606 | -22.57 |
Estimation Period:
Jan 2, 1990 to Jun 3, 2022
Jan 2, 1990 to Jun 3, 2022
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