Covidien Ltd GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, January 27th, 2015):
1 Day
27.09%
1 Week
26.85%
1 Month
26.41%
Analysis last updated: Monday, March 1, 2021 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3606 | 5.64 | |
| 0.1072 | 10.35 | |
| 0.7590 | 43.02 |
Estimation Period:
Jun 15, 2007 to Jan 23, 2015
Jun 15, 2007 to Jan 23, 2015
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