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Envision Healthcare Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, December 1, 2016 at 10:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Envision Healthcare Holdings Inc S0GARCH
paramt-stat
ω0.87013.45
α0.00000.00
β0.90544.88
γ15.96460.84
γ2-12.7727-1.14
γ310.41571.16
γ4-1.0002-0.12
γ5-10.2446-1.21
γ622.50942.44
γ7-23.6257-2.53
γ83.08240.31
γ913.32811.36
γ10-10.2559-1.38
Estimation Period:
Aug 14, 2013 to Nov 25, 2016
Impact of return on volatility tomorrow
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