V-Lab: The Cigna Group Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

The Cigna Group Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:25.81% (+1.32%)

Analysis last updated: Monday, May 20, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0630	29.23
$α$	0.1693	61.24
$β$	0.8042	248.28
$γ$	0.1646	20.57
$δ$	0.6445	19.36

Estimation Period:
Jan 2, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts