Envision Healthcare Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7335 | 4.38 | |
| 0.1293 | 6.92 | |
| 0.8047 | 27.48 | |
| -0.2384 | -3.34 | |
| 0.3089 | 2.95 | |
| -0.0946 | -1.36 | |
| 0.0255 | 0.41 | |
| 0.0306 | 0.60 | |
| -0.0470 | -1.40 |
Estimation Period:
Dec 3, 1997 to Oct 5, 2018
Dec 3, 1997 to Oct 5, 2018
News Impact Curve
Volatility Forecasts
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