V-Lab: Evernorth Health Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Evernorth Health Inc APARCH Volatility Analysis

Volatility Prediction for Friday, December 21st, 2018:32.09% (+4.92%)

Analysis last updated: Thursday, December 20, 2018 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0543	18.62
$α$	0.0708	26.69
$β$	0.9292	431.58
$γ$	0.3509	13.37
$δ$	1.3127	29.28

Estimation Period:
Jun 10, 1992 to Dec 14, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts