Mylan NV APARCH Volatility Analysis
Inactive
Last recorded values (Friday, November 20th, 2020):
1 Day
32.71%
1 Week
33.50%
1 Month
36.18%
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 | |
|---|---|---|
| 0.0748 | 16.99 | |
| 0.0760 | 30.21 | |
| 0.9121 | 294.79 | |
| 0.4739 | 14.52 | |
| 0.8937 | 24.74 |
Estimation Period:
Jan 2, 1990 to Nov 13, 2020
Jan 2, 1990 to Nov 13, 2020
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