St Jude Medical Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, January 5th, 2017):
1 Day
18.69%
1 Week
18.99%
1 Month
20.11%
Analysis last updated: Monday, March 1, 2021 at 05:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 8.12 | |
| 0.0019 | 2.11 | |
| 0.9681 | 750.44 | |
| 0.0499 | 18.56 |
Estimation Period:
Jan 2, 1990 to Dec 30, 2016
Jan 2, 1990 to Dec 30, 2016
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