V-Lab
Aetna Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 29th, 2018:21.30% (-0.60%)
Analysis last updated: Monday, March 1, 2021 at 05:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1645 | 21.38 | |
| 0.0509 | 17.04 | |
| 0.8563 | 240.73 | |
| 0.1183 | 14.11 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2018
Jan 2, 1990 to Nov 21, 2018