CareFusion Corp APARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, March 17th, 2015):
1 Day
10.22%
1 Week
11.42%
1 Month
16.55%
Analysis last updated: Friday, April 29, 2016 at 06:49 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0377 | 4.24 | |
| 0.1025 | 10.35 | |
| 0.8975 | 53.92 | |
| 0.2613 | 5.93 | |
| 0.5000 | 4.66 |
Estimation Period:
Aug 24, 2009 to Mar 13, 2015
Aug 24, 2009 to Mar 13, 2015
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