V-Lab
V-Lab
Mylan NV Asy. MEM Volatility Analysis
Volatility Prediction for Friday, November 20th, 2020:36.45% (-3.72%)

Analysis last updated: Thursday, November 19, 2020 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mylan NV AMEM
paramt-stat
ω0.230027.54
α0.149329.60
β0.7872183.20
γ0.06977.11
Estimation Period:
Jan 2, 1990 to Nov 13, 2020
Impact of return on volatility tomorrow
Volatility Forecasts