Aetna Inc APARCH Volatility Analysis
Inactive
Last recorded values (Thursday, November 29th, 2018):
1 Day
19.88%
1 Week
21.09%
1 Month
25.07%
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 | |
|---|---|---|
| 0.0811 | 18.23 | |
| 0.1058 | 33.43 | |
| 0.8832 | 272.09 | |
| 0.4690 | 20.61 | |
| 1.0499 | 30.73 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2018
Jan 2, 1990 to Nov 21, 2018
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