Covidien Ltd GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Tuesday, January 27th, 2015):
1 Day
23.94%
1 Week
24.01%
1 Month
24.29%
Analysis last updated: Thursday, March 26, 2026 at 06:57 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6628 | 3.38 | |
| 0.0665 | 17.11 | |
| 0.9806 | 152.83 | |
| 4.4621 | 4.94 |
Estimation Period:
Jun 15, 2007 to Jan 23, 2015
Jun 15, 2007 to Jan 23, 2015
Other GAS-GARCH Student T Analyses on Equities