Citrix Systems Inc APARCH Volatility Analysis
Inactive
Last recorded values (Friday, September 30th, 2022):
1 Day
7.82%
1 Week
8.54%
1 Month
11.68%
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 | |
|---|---|---|
| 0.0230 | 15.07 | |
| 0.0584 | 20.80 | |
| 0.9416 | 361.04 | |
| 0.2763 | 6.50 | |
| 0.5000 | 11.91 |
Estimation Period:
Dec 8, 1995 to Sep 23, 2022
Dec 8, 1995 to Sep 23, 2022
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