Stericycle Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, November 4th, 2024):
1 Day
19.24%
1 Week
21.17%
1 Month
26.71%
Analysis last updated: Saturday, November 2, 2024 at 12:44 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1957 | 14.94 | |
| 0.0798 | 13.81 | |
| 0.8574 | 200.88 | |
| 0.0753 | 4.96 |
Estimation Period:
Aug 26, 1996 to Nov 1, 2024
Aug 26, 1996 to Nov 1, 2024
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