Evernorth Health Inc GARCH Volatility Analysis
Inactive
Last recorded values (Friday, December 21st, 2018):
1 Day
27.98%
1 Week
28.33%
1 Month
29.60%
Analysis last updated: Monday, March 1, 2021 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0708 | 15.28 | |
| 0.0557 | 30.07 | |
| 0.9342 | 515.56 |
Estimation Period:
Jun 10, 1992 to Dec 14, 2018
Jun 10, 1992 to Dec 14, 2018
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