Raytheon Co Asy. MEM Volatility Analysis
Inactive
Last recorded values (Monday, April 6th, 2020):
1 Day
90.58%
1 Week
89.35%
1 Month
84.74%
Analysis last updated: Friday, April 3, 2020 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0534 | 23.71 | |
| 0.1364 | 33.08 | |
| 0.7992 | 237.50 | |
| 0.0981 | 11.96 |
Estimation Period:
Jan 2, 1990 to Apr 3, 2020
Jan 2, 1990 to Apr 3, 2020
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