Aetna Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Thursday, November 29th, 2018):
1 Day
19.54%
1 Week
20.52%
1 Month
23.98%
Analysis last updated: Monday, March 1, 2021 at 05:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0669 | 15.44 | |
| 0.1886 | 36.20 | |
| 0.9587 | 441.99 | |
| -0.0852 | -20.40 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2018
Jan 2, 1990 to Nov 21, 2018
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