Evernorth Health Inc Asy. MEM Volatility Analysis
Inactive
Last recorded values (Friday, December 21st, 2018):
1 Day
27.36%
1 Week
28.24%
1 Month
31.52%
Analysis last updated: Thursday, December 20, 2018 at 09:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0971 | 21.17 | |
| 0.1692 | 24.85 | |
| 0.7997 | 196.58 | |
| 0.0623 | 6.20 |
Estimation Period:
Jun 10, 1992 to Dec 14, 2018
Jun 10, 1992 to Dec 14, 2018
Other Asy. MEM Analyses on Equities