V-Lab
V-Lab
CR Bard Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, December 29th, 2017:16.36% (+0.65%)

Analysis last updated: Thursday, December 28, 2017 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CR Bard Inc AGARCH
paramt-stat
ω0.156314.17
α0.129941.38
β0.8171169.10
γ0.31127.54
Estimation Period:
Jan 2, 1990 to Dec 22, 2017
Impact of return on volatility tomorrow
Volatility Forecasts