Celgene Corp APARCH Volatility Analysis
Inactive
Last recorded values (Monday, November 25th, 2019):
1 Day
18.77%
1 Week
19.71%
1 Month
23.14%
Analysis last updated: Saturday, November 23, 2019 at 04:38 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0577 | 14.26 | |
| 0.0633 | 29.35 | |
| 0.9367 | 467.42 | |
| 0.2672 | 14.33 | |
| 1.4701 | 27.55 |
Estimation Period:
Jan 2, 1990 to Nov 22, 2019
Jan 2, 1990 to Nov 22, 2019
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