Cerner Corp MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, June 8th, 2022):
1 Day
12.39%
1 Week
13.25%
1 Month
14.94%
Analysis last updated: Tuesday, June 7, 2022 at 11:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0249 | 10.72 | |
| 0.8372 | 151.88 | |
| 0.1405 | 18.38 | |
| 0.0038 | 1.63 | |
| 0.0165 | 7.70 | |
| 0.9830 | 424.97 |
Estimation Period:
Jan 2, 1990 to Jun 3, 2022
Jan 2, 1990 to Jun 3, 2022
Other MF2-GARCH Analyses on Equities