Evernorth Health Inc APARCH Volatility Analysis
Inactive
Last recorded values (Friday, December 21st, 2018):
1 Day
32.09%
1 Week
32.61%
1 Month
34.57%
Analysis last updated: Thursday, December 20, 2018 at 10:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0543 | 18.62 | |
| 0.0708 | 26.69 | |
| 0.9292 | 431.58 | |
| 0.3509 | 13.37 | |
| 1.3127 | 29.28 |
Estimation Period:
Jun 10, 1992 to Dec 14, 2018
Jun 10, 1992 to Dec 14, 2018
Other APARCH Analyses on Equities