Aetna Inc MEM Volatility Analysis
Inactive
Last recorded values (Thursday, November 29th, 2018):
1 Day
16.90%
1 Week
18.73%
1 Month
23.75%
Analysis last updated: Wednesday, November 28, 2018 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1676 | 13.21 | |
| 0.2358 | 35.32 | |
| 0.7336 | 172.78 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2018
Jan 2, 1990 to Nov 21, 2018
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