CareFusion Corp AGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, March 17th, 2015):
1 Day
18.26%
1 Week
24.74%
1 Month
29.89%
Analysis last updated: Friday, November 20, 2015 at 07:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0675 | 19.17 | |
| 0.5479 | 9.36 | |
| 0.1854 | 5.94 | |
| -0.1101 | -1.45 |
Estimation Period:
Aug 24, 2009 to Mar 13, 2015
Aug 24, 2009 to Mar 13, 2015
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