Alexion Pharmaceuticals Inc MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, July 29th, 2021):
1 Day
24.01%
1 Week
24.57%
1 Month
26.58%
Analysis last updated: Wednesday, July 28, 2021 at 10:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0196 | 10.45 | |
| 0.9522 | 386.75 | |
| 0.0397 | 13.82 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.04 | |
| 0.9999 | 1,245.26 |
Estimation Period:
Feb 29, 1996 to Jul 16, 2021
Feb 29, 1996 to Jul 16, 2021
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