Covidien Ltd GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, January 27th, 2015):
1 Day
22.13%
1 Week
22.98%
1 Month
24.83%
Analysis last updated: Monday, March 1, 2021 at 05:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2530 | 8.73 | |
| 0.0010 | 0.46 | |
| 0.8165 | 66.44 | |
| 0.1895 | 7.93 |
Estimation Period:
Jun 15, 2007 to Jan 23, 2015
Jun 15, 2007 to Jan 23, 2015
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