Mead Johnson Nutrition Co EGARCH Volatility Analysis
Inactive
Last recorded values (Thursday, June 15th, 2017):
1 Day
2.94%
1 Week
3.37%
1 Month
5.65%
Analysis last updated: Monday, March 1, 2021 at 06:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0489 | 12.85 | |
| 0.2569 | 26.51 | |
| 0.9760 | 482.20 | |
| -0.0867 | -11.18 |
Estimation Period:
Feb 12, 2009 to Jun 9, 2017
Feb 12, 2009 to Jun 9, 2017
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