Aetna Inc GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, November 29th, 2018):
1 Day
22.24%
1 Week
22.99%
1 Month
25.33%
Analysis last updated: Monday, March 1, 2021 at 06:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1258 | 19.24 | |
| 0.0929 | 30.04 | |
| 0.8784 | 263.95 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2018
Jan 2, 1990 to Nov 21, 2018
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