V-Lab
V-Lab
St Jude Medical Inc GARCH Volatility Analysis
Volatility Prediction for Thursday, January 5th, 2017:17.18% (-0.09%)

Analysis last updated: Monday, March 1, 2021 at 08:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of St Jude Medical Inc GARCH
paramt-stat
ω0.020810.48
α0.024719.87
β0.9708648.07
Estimation Period:
Jan 2, 1990 to Dec 30, 2016
Impact of return on volatility tomorrow
Volatility Forecasts