Evernorth Health Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, December 21st, 2018):
1 Day
30.58%
1 Week
30.96%
1 Month
32.34%
Analysis last updated: Monday, March 1, 2021 at 09:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0786 | 15.71 | |
| 0.0353 | 14.75 | |
| 0.9287 | 498.74 | |
| 0.0547 | 10.22 |
Estimation Period:
Jun 10, 1992 to Dec 14, 2018
Jun 10, 1992 to Dec 14, 2018
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