Citrix Systems Inc GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Friday, September 30th, 2022):
1 Day
7.19%
1 Week
7.93%
1 Month
10.36%
Analysis last updated: Thursday, March 26, 2026 at 06:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 22.4185 | 6.24 | |
| 0.0735 | 95.46 | |
| 0.9990 | 6,322.78 | |
| 4.0854 | 94.40 |
Estimation Period:
Dec 8, 1995 to Sep 23, 2022
Dec 8, 1995 to Sep 23, 2022
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