Allergan UnLtd Co GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Monday, May 11th, 2020):
1 Day
24.16%
1 Week
24.36%
1 Month
25.13%
Analysis last updated: Thursday, March 26, 2026 at 05:26 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 16.8149 | 8.20 | |
| 0.0534 | 82.86 | |
| 0.9987 | 6,983.80 | |
| 3.8027 | 65.53 |
Estimation Period:
Feb 17, 1993 to May 8, 2020
Feb 17, 1993 to May 8, 2020
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