V-Lab
Humana Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:33.16% (-1.15%)
Analysis last updated: Friday, May 10, 2024 at 10:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3360 | 13.19 | |
| 0.0559 | 12.57 | |
| 0.8609 | 173.26 | |
| 0.0699 | 6.69 |
Estimation Period:
Jan 2, 1990 to May 10, 2024
Jan 2, 1990 to May 10, 2024