Alexion Pharmaceuticals Inc MEM Volatility Analysis
Inactive
Last recorded values (Thursday, July 29th, 2021):
1 Day
18.49%
1 Week
19.37%
1 Month
22.50%
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 | |
|---|---|---|
| 0.0694 | 7.25 | |
| 0.1202 | 42.40 | |
| 0.8775 | 286.19 |
Estimation Period:
Feb 29, 1996 to Jul 16, 2021
Feb 29, 1996 to Jul 16, 2021
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