Skip to main content
V-Lab

Coventry Health Care Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, February 16, 2016 at 03:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Coventry Health Care SGARCH
paramt-stat
ω1.430614,306,380.00
α0.10431,042,700.00
β0.79627,962,040.00
γ10.18481,848,090.00
γ2-0.3994-3,994,440.00
γ30.46984,697,730.00
γ40.006564,920.00
γ5-4.0986-40,985,650.00
γ6-9.9997-99,997,430.00
γ7-7.6622-76,622,070.00
Estimation Period:
Apr 18, 1991 to Dec 26, 2014
Impact of return on volatility tomorrow
Volatility Forecasts