Covidien Ltd APARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, January 27th, 2015):
1 Day
25.56%
1 Week
25.97%
1 Month
27.08%
Analysis last updated: Thursday, October 22, 2015 at 11:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0909 | 12.43 | |
| 0.0865 | 14.09 | |
| 0.8822 | 179.82 | |
| 1.0000 | 2,032.50 | |
| 0.5000 | 6.21 |
Estimation Period:
Jun 15, 2007 to Jan 23, 2015
Jun 15, 2007 to Jan 23, 2015
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