Magellan Health Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2311 | 3.71 | |
| 0.1192 | 5.50 | |
| 0.8416 | 17.99 | |
| -0.0013 | -0.00 | |
| 0.1161 | 0.22 | |
| -0.3447 | -0.82 | |
| 0.4627 | 1.27 | |
| -0.4335 | -1.13 | |
| 0.4419 | 1.02 | |
| -0.4659 | -0.76 | |
| 0.6038 | 1.03 | |
| -1.5793 | -4.08 | |
| 2.1088 | 8.79 |
Estimation Period:
Jan 6, 2004 to Dec 31, 2021
Jan 6, 2004 to Dec 31, 2021
News Impact Curve
Volatility Forecasts
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