V-Lab
V-Lab
Medco Health Solutions Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, April 2nd, 2012:27.61% (-1.17%)

Analysis last updated: Monday, March 1, 2021 at 05:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

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5Y ·

All

graph of Medco Health Solutions Inc EGARCH
paramt-stat
ω0.09839.72
α0.137614.48
β0.9340158.63
γ-0.0524-6.66
Estimation Period:
Aug 11, 2003 to Mar 30, 2012
Impact of return on volatility tomorrow
Volatility Forecasts