V-Lab: Enact Holdings Inc AGARCH Volatility Analysis

V-Lab

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V-Lab

Enact Holdings Inc AGARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:22.81% (-0.23%)

Analysis last updated: Friday, April 26, 2024 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2204	10.54
$α$	0.2025	11.65
$β$	0.3539	7.52
$γ$	0.7208	7.36

Estimation Period:
Sep 16, 2021 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts