V-Lab: Tenet Healthcare Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Tenet Healthcare Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:52.39% (-5.88%)

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
$ω$	0.6842	3.76
$α$	0.1667	6.26
$β$	0.7231	19.09
$γ_{1}$	0.3902	1.18
$γ_{2}$	-0.7784	-1.46
$γ_{3}$	0.5702	1.72
$γ_{4}$	-0.1639	-0.86
$γ_{5}$	-0.0192	-0.11
$γ_{6}$	-0.0739	-0.40
$γ_{7}$	0.0490	0.29
$γ_{8}$	0.0797	0.77

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts