Magellan Health Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0231 | 6.40 | |
| 0.1652 | 4.16 | |
| 0.6564 | 8.35 | |
| -0.0557 | -0.28 | |
| 0.2429 | 0.69 | |
| -0.4813 | -1.68 | |
| 0.5868 | 2.41 | |
| -0.5738 | -2.11 | |
| 0.5626 | 1.93 | |
| -0.4253 | -1.13 | |
| 0.2510 | 0.65 | |
| -0.2225 | -0.47 | |
| -1.9513 | -1.75 |
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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