Aetna Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter 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
News Impact Curve
Volatility Forecasts
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