V-Lab: Cardinal Health Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Cardinal Health Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:21.32% (-0.14%)

Analysis last updated: Thursday, May 2, 2024 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9511	9.47
$α$	0.1294	7.56
$β$	0.6480	13.04
$γ_{1}$	-0.0830	-2.49
$γ_{2}$	0.1576	3.04
$γ_{3}$	-0.1168	-2.53
$γ_{4}$	0.0166	0.30
$γ_{5}$	0.0745	1.61
$γ_{6}$	-0.0993	-3.39
$γ_{7}$	0.1388	4.55
$γ_{8}$	-0.1743	-5.07
$γ_{9}$	0.1165	4.11

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts