V-Lab: The Cigna Group Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

The Cigna Group Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:20.71% (-0.81%)

Analysis last updated: Monday, April 29, 2024 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0628	29.18
$α$	0.1695	61.23
$β$	0.8041	248.26
$γ$	0.1663	20.81
$δ$	0.6459	19.35

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts