Mead Johnson Nutrition Co GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, June 15th, 2017):
1 Day
14.30%
1 Week
16.01%
1 Month
20.77%
Analysis last updated: Monday, March 1, 2021 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1268 | 11.30 | |
| 0.0519 | 10.15 | |
| 0.8430 | 102.83 | |
| 0.1581 | 9.33 |
Estimation Period:
Feb 12, 2009 to Jun 9, 2017
Feb 12, 2009 to Jun 9, 2017
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