Aetna Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8344 | 8.67 | |
| 0.1087 | 7.90 | |
| 0.7964 | 31.59 | |
| -0.0122 | -0.45 | |
| 0.0578 | 1.34 | |
| -0.1179 | -3.37 | |
| 0.1269 | 3.07 | |
| -0.0930 | -2.32 | |
| 0.0469 | 1.42 | |
| -0.0230 | -0.52 |
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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