V-Lab: Medco Health Solutions Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Medco Health Solutions Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 2nd, 2012:27.31% (-1.84%)

Analysis last updated: Monday, March 1, 2021 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	4.2336	4.22
$α$	0.0812	11.36
$β$	0.9593	92.01
$ν$	5	3.81

Estimation Period:
Aug 11, 2003 to Mar 30, 2012