Citrix Systems Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Friday, September 30th, 2022):
1 Day
6.77%
1 Week
7.02%
1 Month
8.13%
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 | |
|---|---|---|
| 0.0244 | 12.90 | |
| 0.1259 | 31.99 | |
| 0.9932 | 1,527.99 | |
| -0.0270 | -9.11 |
Estimation Period:
Dec 8, 1995 to Sep 23, 2022
Dec 8, 1995 to Sep 23, 2022
Other EGARCH Analyses on Equities