Mead Johnson Nutrition Co GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Thursday, June 15th, 2017):
1 Day
2.38%
1 Week
2.58%
1 Month
3.26%
Analysis last updated: Thursday, March 26, 2026 at 07:28 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0037 | 6.70 | |
| 0.0818 | 67.26 | |
| 0.9990 | 5,842.11 | |
| 3.1039 | 257.86 |
Estimation Period:
Feb 12, 2009 to Jun 9, 2017
Feb 12, 2009 to Jun 9, 2017
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