Alexion Pharmaceuticals Inc APARCH Volatility Analysis
Inactive
Last recorded values (Thursday, July 29th, 2021):
1 Day
22.55%
1 Week
23.21%
1 Month
25.69%
Analysis last updated: Wednesday, July 28, 2021 at 10:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 13.08 | |
| 0.0429 | 16.82 | |
| 0.9571 | 452.31 | |
| 0.3280 | 11.86 | |
| 1.4390 | 23.50 |
Estimation Period:
Feb 29, 1996 to Jul 16, 2021
Feb 29, 1996 to Jul 16, 2021
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