Covidien Ltd AGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, January 27th, 2015):
1 Day
22.74%
1 Week
23.25%
1 Month
24.49%
Analysis last updated: Thursday, April 14, 2016 at 01:28 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0090 | -0.67 | |
| 0.1059 | 34.29 | |
| 0.8209 | 162.20 | |
| 1.4053 | 16.29 |
Estimation Period:
Jun 15, 2007 to Jan 26, 2015
Jun 15, 2007 to Jan 26, 2015
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