Mead Johnson Nutrition Co APARCH Volatility Analysis
Inactive
Last recorded values (Thursday, June 15th, 2017):
1 Day
4.57%
1 Week
5.70%
1 Month
10.96%
Analysis last updated: Wednesday, June 14, 2017 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0425 | 11.73 | |
| 0.1180 | 16.66 | |
| 0.8820 | 127.67 | |
| 0.3314 | 6.57 | |
| 0.5264 | 12.65 |
Estimation Period:
Feb 12, 2009 to Jun 9, 2017
Feb 12, 2009 to Jun 9, 2017
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