St Jude Medical Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Thursday, January 5th, 2017):
1 Day
15.47%
1 Week
15.72%
1 Month
16.77%
Analysis last updated: Monday, March 1, 2021 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 4.20 | |
| 0.0581 | 21.15 | |
| 0.9919 | 867.81 | |
| -0.0560 | -21.70 |
Estimation Period:
Jan 2, 1990 to Dec 30, 2016
Jan 2, 1990 to Dec 30, 2016
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