Evernorth Health Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Friday, December 21st, 2018):
1 Day
31.18%
1 Week
31.72%
1 Month
33.84%
Analysis last updated: Monday, March 1, 2021 at 09:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 12.14 | |
| 0.1249 | 28.50 | |
| 0.9865 | 1,020.20 | |
| -0.0486 | -12.98 |
Estimation Period:
Jun 10, 1992 to Dec 14, 2018
Jun 10, 1992 to Dec 14, 2018
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