V-Lab: Humana Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Humana Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:34.49% (-1.54%)

Analysis last updated: Friday, May 10, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6463	8.08
$α$	0.0994	5.44
$β$	0.7124	15.05
$γ_{1}$	-0.0781	-0.99
$γ_{2}$	0.0964	0.78
$γ_{3}$	-0.0234	-0.33
$γ_{4}$	-0.0675	-1.48
$γ_{5}$	0.1945	3.89
$γ_{6}$	-0.2432	-3.63
$γ_{7}$	0.2044	2.76
$γ_{8}$	-0.1305	-1.58
$γ_{9}$	0.1096	1.35
$γ_{10}$	-0.0979	-1.99

Estimation Period:
Jan 2, 1990 to May 10, 2024

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Volatility Forecasts

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