Aetna Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Thursday, November 29th, 2018):
1 Day
20.20%
1 Week
21.67%
1 Month
25.73%
Analysis last updated: Wednesday, November 28, 2018 at 10:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1013 | 13.22 | |
| 0.1191 | 35.57 | |
| 0.8419 | 233.80 | |
| 0.8662 | 21.63 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2018
Jan 2, 1990 to Nov 21, 2018
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