V-Lab: Tenet Healthcare Corp Asy. Power MEM Volatility Analysis

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V-Lab

Tenet Healthcare Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:45.27% (-7.33%)

Analysis last updated: Monday, November 11, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0927	16.53
$α$	0.1845	52.35
$β$	0.7951	201.76
$γ$	0.1695	18.62
$δ$	0.7836	15.57

Estimation Period:
Jan 1, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts