CR Bard Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, December 29th, 2017):
1 Day
15.97%
1 Week
17.25%
1 Month
20.69%
Analysis last updated: Monday, March 1, 2021 at 05:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1296 | 13.69 | |
| 0.0609 | 18.63 | |
| 0.8566 | 197.98 | |
| 0.0826 | 8.83 |
Estimation Period:
Jan 2, 1990 to Dec 22, 2017
Jan 2, 1990 to Dec 22, 2017
Other GJR-GARCH Analyses on Equities