Caremark Rx Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6312 | 6.46 | |
| 0.1135 | 4.22 | |
| 0.7929 | 18.19 | |
| 0.5549 | 5.26 | |
| -0.8634 | -5.05 | |
| 0.3719 | 2.86 | |
| -0.1093 | -0.94 | |
| 0.2865 | 1.44 |
Estimation Period:
Feb 21, 1995 to Mar 21, 2007
Feb 21, 1995 to Mar 21, 2007
News Impact Curve
Volatility Forecasts
Other Caremark Rx Inc Analyses
Other Spline-GARCH Analyses on Equities