CR Bard Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Friday, December 29th, 2017):
1 Day
10.91%
1 Week
11.24%
1 Month
12.59%
Analysis last updated: Monday, March 1, 2021 at 05:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 5.35 | |
| 0.0798 | 17.41 | |
| 0.9871 | 563.72 | |
| -0.0403 | -12.11 |
Estimation Period:
Jan 2, 1990 to Dec 22, 2017
Jan 2, 1990 to Dec 22, 2017
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