V-Lab: Tenet Healthcare Corp GJR-GARCH Volatility Analysis

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V-Lab

Tenet Healthcare Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:40.74% (-0.95%)

Analysis last updated: Thursday, April 25, 2024 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3686	16.46
$α$	0.0341	12.85
$β$	0.8914	225.72
$γ$	0.0843	12.35

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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