CareFusion Corp EGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, March 17th, 2015):
1 Day
10.49%
1 Week
11.26%
1 Month
14.50%
Analysis last updated: Monday, March 1, 2021 at 06:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0476 | 1.94 | |
| 0.1494 | 6.01 | |
| 0.9727 | 89.15 | |
| -0.1421 | -5.67 |
Estimation Period:
Aug 24, 2009 to Mar 13, 2015
Aug 24, 2009 to Mar 13, 2015
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