V-Lab: DaVita HealthCare Partners Inc MF2-GARCH Volatility Analysis

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V-Lab

DaVita HealthCare Partners Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:31.52% (-0.74%)

Analysis last updated: Wednesday, May 1, 2024 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0556	12.76
$β$	0.7857	84.12
$γ$	0.1015	14.61
$λ_{1}$	0.0086	2.07
$λ_{2}$	0.0170	3.46
$λ_{3}$	0.9814	168.91

Estimation Period:
Oct 31, 1995 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts