Alexion Pharmaceuticals Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, July 29th, 2021):
1 Day
24.05%
1 Week
24.67%
1 Month
26.97%
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 | |
|---|---|---|
| 0.0661 | 10.67 | |
| 0.0187 | 12.41 | |
| 0.9543 | 525.18 | |
| 0.0489 | 14.43 |
Estimation Period:
Feb 29, 1996 to Jul 16, 2021
Feb 29, 1996 to Jul 16, 2021
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