V-Lab: Cardinal Health Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Cardinal Health Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:21.25% (+1.13%)

Analysis last updated: Thursday, May 16, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9114	9.11
$α$	0.1264	7.42
$β$	0.6551	13.40
$γ_{1}$	-0.0983	-2.96
$γ_{2}$	0.1802	3.50
$γ_{3}$	-0.1273	-2.78
$γ_{4}$	0.0196	0.35
$γ_{5}$	0.0758	1.63
$γ_{6}$	-0.0994	-3.35
$γ_{7}$	0.1333	4.10
$γ_{8}$	-0.1581	-3.30
$γ_{9}$	0.0680	0.76

Estimation Period:
Jan 2, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts