Mylan NV GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Friday, November 20th, 2020):
1 Day
37.07%
1 Week
37.18%
1 Month
37.59%
Analysis last updated: Thursday, March 26, 2026 at 05:00 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 7.4263 | 4.24 | |
| 0.0558 | 46.47 | |
| 0.9918 | 514.97 | |
| 3.9074 | 17.62 |
Estimation Period:
Jan 2, 1990 to Nov 13, 2020
Jan 2, 1990 to Nov 13, 2020
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