CareFusion Corp GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, March 17th, 2015):
1 Day
18.38%
1 Week
24.81%
1 Month
29.76%
Analysis last updated: Monday, March 1, 2021 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0967 | 18.52 | |
| 0.6900 | 6.28 | |
| 0.1728 | 5.60 | |
| -0.2787 | -2.47 |
Estimation Period:
Aug 24, 2009 to Mar 13, 2015
Aug 24, 2009 to Mar 13, 2015
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