Citrix Systems Inc GARCH Volatility Analysis
Inactive
Last recorded values (Friday, September 30th, 2022):
1 Day
13.83%
1 Week
14.31%
1 Month
16.07%
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 | |
|---|---|---|
| 0.0274 | 10.41 | |
| 0.0468 | 29.38 | |
| 0.9523 | 614.78 |
Estimation Period:
Dec 8, 1995 to Sep 23, 2022
Dec 8, 1995 to Sep 23, 2022
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