V-Lab
V-Lab
Evernorth Health Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 21st, 2018:30.58% (+5.01%)

Analysis last updated: Monday, March 1, 2021 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of Evernorth Health Inc GJR-GARCH
paramt-stat
ω0.078615.71
α0.035314.75
β0.9287498.74
γ0.054710.22
Estimation Period:
Jun 10, 1992 to Dec 14, 2018
Impact of return on volatility tomorrow
Volatility Forecasts