St Jude Medical Inc GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Thursday, January 5th, 2017):
1 Day
13.09%
1 Week
13.32%
1 Month
14.19%
Analysis last updated: Thursday, March 26, 2026 at 01:32 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 7.0550 | 6.75 | |
| 0.0363 | 62.58 | |
| 0.9981 | 4,339.60 | |
| 4.3236 | 35.86 |
Estimation Period:
Jan 2, 1990 to Dec 30, 2016
Jan 2, 1990 to Dec 30, 2016
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