V-Lab: The Cigna Group GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

The Cigna Group GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:15.92% (+0.04%)

Analysis last updated: Monday, April 29, 2024 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7152	5.00
$α$	0.0638	24.67
$β$	0.9830	273.73
$ν$	4	8.93

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