Mylan NV Asy. MEM Volatility Analysis
Inactive
Last recorded values (Friday, November 20th, 2020):
1 Day
36.45%
1 Week
36.97%
1 Month
38.67%
Analysis last updated: Thursday, November 19, 2020 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2300 | 27.54 | |
| 0.1493 | 29.60 | |
| 0.7872 | 183.20 | |
| 0.0697 | 7.11 |
Estimation Period:
Jan 2, 1990 to Nov 13, 2020
Jan 2, 1990 to Nov 13, 2020
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