Covidien Ltd EGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, January 27th, 2015):
1 Day
21.14%
1 Week
21.64%
1 Month
23.17%
Analysis last updated: Monday, March 1, 2021 at 06:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0544 | 0.83 | |
| 0.0746 | 2.75 | |
| 0.9476 | 47.17 | |
| -0.1522 | -13.26 |
Estimation Period:
Jun 15, 2007 to Jan 23, 2015
Jun 15, 2007 to Jan 23, 2015
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