Allergan UnLtd Co GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, May 11th, 2020):
1 Day
29.97%
1 Week
30.15%
1 Month
30.83%
Analysis last updated: Monday, March 1, 2021 at 07:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 10.52 | |
| 0.0167 | 11.07 | |
| 0.9530 | 597.49 | |
| 0.0516 | 15.37 |
Estimation Period:
Feb 17, 1993 to May 8, 2020
Feb 17, 1993 to May 8, 2020
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