Medco Health Solutions Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, April 2nd, 2012):
1 Day
27.40%
1 Week
28.37%
1 Month
30.26%
Analysis last updated: Monday, March 1, 2021 at 07:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4513 | 10.38 | |
| 0.0456 | 8.57 | |
| 0.7980 | 69.57 | |
| 0.0903 | 5.44 |
Estimation Period:
Aug 11, 2003 to Mar 30, 2012
Aug 11, 2003 to Mar 30, 2012
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