V-Lab
V-Lab
Mylan NV AGARCH Volatility Analysis
Volatility Prediction for Friday, November 20th, 2020:32.00% (-1.04%)

Analysis last updated: Thursday, November 19, 2020 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mylan NV AGARCH
paramt-stat
ω0.264714.16
α0.085135.38
β0.8573290.32
γ1.000712.39
Estimation Period:
Jan 2, 1990 to Nov 13, 2020
Impact of return on volatility tomorrow
Volatility Forecasts