Alexion Pharmaceuticals Inc Asy. MEM Volatility Analysis
Inactive
Last recorded values (Thursday, July 29th, 2021):
1 Day
18.60%
1 Week
19.43%
1 Month
22.38%
Analysis last updated: Wednesday, July 28, 2021 at 10:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0650 | 17.20 | |
| 0.1024 | 21.21 | |
| 0.8839 | 298.91 | |
| 0.0233 | 3.65 |
Estimation Period:
Feb 29, 1996 to Jul 16, 2021
Feb 29, 1996 to Jul 16, 2021
Other Asy. MEM Analyses on Equities