Change Healthcare Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7001 | 3.25 | |
| 0.0000 | 0.00 | |
| 0.6526 | 0.61 | |
| -26.9559 | -3.01 | |
| 54.7330 | 4.26 | |
| -62.3030 | -6.48 | |
| 64.0426 | 4.31 | |
| -60.5583 | -2.80 | |
| 55.9823 | 2.90 | |
| -31.3401 | -2.18 | |
| 10.4772 | 0.75 | |
| -9.8066 | -0.72 | |
| 7.8787 | 0.69 |
Estimation Period:
Jun 27, 2019 to Sep 30, 2022
Jun 27, 2019 to Sep 30, 2022
News Impact Curve
Volatility Forecasts
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