Aetna Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0669 | 15.44 | |
| 0.1886 | 36.20 | |
| 0.9587 | 441.99 | |
| -0.0852 | -20.40 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2018
Jan 2, 1990 to Nov 21, 2018
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities