Citrix Systems Inc MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, September 30th, 2022):
1 Day
10.82%
1 Week
11.49%
1 Month
12.08%
Analysis last updated: Thursday, September 29, 2022 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0284 | 8.26 | |
| 0.7058 | 50.28 | |
| 0.1159 | 16.64 | |
| 0.1054 | 0.85 | |
| 0.2899 | 2.08 | |
| 0.7084 | 4.67 |
Estimation Period:
Dec 8, 1995 to Sep 23, 2022
Dec 8, 1995 to Sep 23, 2022
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