Mead Johnson Nutrition Co GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, June 15th, 2017):
1 Day
15.28%
1 Week
16.96%
1 Month
21.19%
Analysis last updated: Monday, March 1, 2021 at 05:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1565 | 10.77 | |
| 0.1231 | 16.34 | |
| 0.8299 | 77.52 |
Estimation Period:
Feb 12, 2009 to Jun 9, 2017
Feb 12, 2009 to Jun 9, 2017
Other GARCH Analyses on Equities