V-Lab: Evernorth Health Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Evernorth Health Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, December 21st, 2018:27.92% (+2.77%)

Analysis last updated: Monday, March 1, 2021 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.8254	6.68
$α$	0.0486	72.90
$β$	0.9968	2356.46
$ν$	4	39.79

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