Xilinx Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, February 14th, 2022):
1 Day
62.85%
1 Week
62.81%
1 Month
62.65%
Analysis last updated: Saturday, February 12, 2022 at 01:38 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0307 | 8.28 | |
| 0.0156 | 8.35 | |
| 0.9673 | 687.46 | |
| 0.0290 | 8.20 |
Estimation Period:
Jun 13, 1990 to Feb 11, 2022
Jun 13, 1990 to Feb 11, 2022
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