Citrix Systems Inc Asy. MEM Volatility Analysis
Inactive
Last recorded values (Friday, September 30th, 2022):
1 Day
8.17%
1 Week
9.58%
1 Month
13.86%
Analysis last updated: Thursday, September 29, 2022 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0498 | 17.92 | |
| 0.1684 | 39.99 | |
| 0.7991 | 299.39 | |
| 0.0651 | 9.67 |
Estimation Period:
Dec 8, 1995 to Sep 23, 2022
Dec 8, 1995 to Sep 23, 2022
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