Allergan UnLtd Co AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, May 11th, 2020):
1 Day
22.05%
1 Week
22.90%
1 Month
25.77%
Analysis last updated: Friday, May 8, 2020 at 11:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 2.03 | |
| 0.0782 | 43.45 | |
| 0.9071 | 479.18 | |
| 1.0489 | 16.02 |
Estimation Period:
Feb 17, 1993 to May 8, 2020
Feb 17, 1993 to May 8, 2020
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