St Jude Medical Inc GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, January 5th, 2017):
1 Day
17.18%
1 Week
17.40%
1 Month
18.25%
Analysis last updated: Monday, March 1, 2021 at 08:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 10.48 | |
| 0.0247 | 19.87 | |
| 0.9708 | 648.07 |
Estimation Period:
Jan 2, 1990 to Dec 30, 2016
Jan 2, 1990 to Dec 30, 2016
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