Aetna Inc Zero Slope Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, November 29th, 2018):
1 Day
18.41%
1 Week
18.59%
1 Month
19.03%
Analysis last updated: Wednesday, November 28, 2018 at 10:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0051 | 9.56 | |
| 0.1127 | 8.34 | |
| 0.8092 | 37.27 | |
| 0.0451 | 3.34 | |
| -0.0763 | -3.41 | |
| 0.0471 | 2.52 | |
| -0.0377 | -2.25 | |
| 0.0376 | 3.38 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2018
Jan 2, 1990 to Nov 21, 2018
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