Allergan UnLtd Co APARCH Volatility Analysis
Inactive
Last recorded values (Monday, May 11th, 2020):
1 Day
24.82%
1 Week
25.34%
1 Month
27.32%
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 | |
|---|---|---|
| 0.0339 | 15.52 | |
| 0.0545 | 25.23 | |
| 0.9455 | 417.08 | |
| 0.5416 | 13.54 | |
| 1.0024 | 21.31 |
Estimation Period:
Feb 17, 1993 to May 8, 2020
Feb 17, 1993 to May 8, 2020
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