Varian Medical Systems Inc MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, April 15th, 2021):
1 Day
1.83%
1 Week
1.99%
1 Month
2.26%
Analysis last updated: Wednesday, April 14, 2021 at 10:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1044 | 17.26 | |
| 0.7165 | 69.93 | |
| 0.0730 | 8.20 | |
| 0.0000 | 0.00 | |
| 0.1429 | 3.89 | |
| 0.8571 | 22.52 |
Estimation Period:
Jan 2, 1990 to Apr 9, 2021
Jan 2, 1990 to Apr 9, 2021
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