Aetna Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1645 | 21.38 | |
| 0.0509 | 17.04 | |
| 0.8563 | 240.73 | |
| 0.1183 | 14.11 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2018
Jan 2, 1990 to Nov 21, 2018
News Impact Curve
Volatility Forecasts
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