V-Lab: UnitedHealth Group Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

UnitedHealth Group Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:26.83% (+0.34%)

Analysis last updated: Thursday, May 2, 2024 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8645	9.09
$α$	0.0869	8.05
$β$	0.8593	47.94
$γ_{1}$	0.0627	3.46
$γ_{2}$	-0.1142	-3.74
$γ_{3}$	0.1006	4.34
$γ_{4}$	-0.0928	-4.82
$γ_{5}$	0.0814	4.60
$γ_{6}$	-0.0512	-4.32

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts