V-Lab
V-Lab
St Jude Medical Inc AGARCH Volatility Analysis
Volatility Prediction for Thursday, January 5th, 2017:18.92% (-0.14%)

Analysis last updated: Wednesday, January 4, 2017 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of St Jude Medical Inc AGARCH
paramt-stat
ω0.02582.55
α0.059244.58
β0.9166509.76
γ1.247718.27
Estimation Period:
Jan 2, 1990 to Dec 30, 2016
Impact of return on volatility tomorrow
Volatility Forecasts