Covidien Ltd MEM Volatility Analysis
Inactive
Last recorded values (Tuesday, January 27th, 2015):
1 Day
23.47%
1 Week
23.79%
1 Month
24.49%
Analysis last updated: Friday, November 20, 2015 at 07:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2411 | 1.21 | |
| 0.2002 | 2.64 | |
| 0.7045 | 60.05 |
Estimation Period:
Jun 15, 2007 to Jan 23, 2015
Jun 15, 2007 to Jan 23, 2015
Other MEM Analyses on Equities