Mylan NV AGARCH Volatility Analysis
Inactive
Last recorded values (Friday, November 20th, 2020):
1 Day
32.00%
1 Week
32.86%
1 Month
35.11%
Analysis last updated: Thursday, November 19, 2020 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2647 | 14.16 | |
| 0.0851 | 35.38 | |
| 0.8573 | 290.32 | |
| 1.0007 | 12.39 |
Estimation Period:
Jan 2, 1990 to Nov 13, 2020
Jan 2, 1990 to Nov 13, 2020
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