Celgene Corp MEM Volatility Analysis
Inactive
Last recorded values (Monday, November 25th, 2019):
1 Day
17.38%
1 Week
18.40%
1 Month
21.99%
Analysis last updated: Saturday, November 23, 2019 at 04:35 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0720 | 5.50 | |
| 0.1615 | 49.33 | |
| 0.8385 | 229.73 |
Estimation Period:
Jan 2, 1990 to Nov 22, 2019
Jan 2, 1990 to Nov 22, 2019
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