Cerner Corp GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, June 8th, 2022):
1 Day
12.70%
1 Week
13.11%
1 Month
14.65%
Analysis last updated: Tuesday, June 7, 2022 at 11:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 9.12 | |
| 0.0065 | 6.91 | |
| 0.9633 | 666.65 | |
| 0.0604 | 18.28 |
Estimation Period:
Jan 2, 1990 to Jun 3, 2022
Jan 2, 1990 to Jun 3, 2022
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