CareFusion Corp GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, March 17th, 2015):
1 Day
18.14%
1 Week
25.12%
1 Month
31.26%
Analysis last updated: Monday, March 1, 2021 at 08:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0649 | 18.90 | |
| 0.5901 | 9.28 | |
| 0.1746 | 5.68 |
Estimation Period:
Aug 24, 2009 to Mar 13, 2015
Aug 24, 2009 to Mar 13, 2015
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