Medco Health Solutions Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, April 2nd, 2012):
1 Day
27.61%
1 Week
28.28%
1 Month
30.15%
Analysis last updated: Monday, March 1, 2021 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0983 | 9.72 | |
| 0.1376 | 14.48 | |
| 0.9340 | 158.63 | |
| -0.0524 | -6.66 |
Estimation Period:
Aug 11, 2003 to Mar 30, 2012
Aug 11, 2003 to Mar 30, 2012
Other EGARCH Analyses on Equities