Medco Health Solutions Inc GARCH Volatility Analysis
Inactive
Last recorded values (Monday, April 2nd, 2012):
1 Day
28.23%
1 Week
28.97%
1 Month
30.47%
Analysis last updated: Monday, March 1, 2021 at 06:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4373 | 10.52 | |
| 0.0982 | 16.58 | |
| 0.7933 | 62.73 |
Estimation Period:
Aug 11, 2003 to Mar 30, 2012
Aug 11, 2003 to Mar 30, 2012
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