Mylan NV MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, November 20th, 2020):
1 Day
33.30%
1 Week
35.08%
1 Month
37.54%
Analysis last updated: Sunday, March 21, 2021 at 05:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0564 | 15.07 | |
| 0.7200 | 67.62 | |
| 0.1125 | 12.89 | |
| 0.0370 | 1.61 | |
| 0.0235 | 2.28 | |
| 0.9701 | 73.90 |
Estimation Period:
Jan 2, 1990 to Nov 19, 2020
Jan 2, 1990 to Nov 19, 2020
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