V-Lab: The Cigna Group MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

The Cigna Group MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:19.22% (-0.17%)

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
$m$	66
$α$	0.0131	5.78
$β$	0.8209	77.93
$γ$	0.1373	22.28
$λ_{1}$	0.0867	1.26
$λ_{2}$	0.0628	1.46
$λ_{3}$	0.9151	15.03

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts