V-Lab
V-Lab
St Jude Medical Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, January 5th, 2017:15.47% (-0.23%)

Analysis last updated: Monday, March 1, 2021 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of St Jude Medical Inc EGARCH
paramt-stat
ω0.01614.20
α0.058121.15
β0.9919867.81
γ-0.0560-21.70
Estimation Period:
Jan 2, 1990 to Dec 30, 2016
Impact of return on volatility tomorrow
Volatility Forecasts