Varian Medical Systems Inc APARCH Volatility Analysis
Inactive
Last recorded values (Thursday, April 15th, 2021):
1 Day
8.85%
1 Week
10.08%
1 Month
14.90%
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 | |
|---|---|---|
| 0.0455 | 21.63 | |
| 0.0878 | 27.38 | |
| 0.9122 | 295.41 | |
| 0.3870 | 14.41 | |
| 0.7990 | 19.19 |
Estimation Period:
Jan 2, 1990 to Apr 9, 2021
Jan 2, 1990 to Apr 9, 2021
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