V-Lab: Enact Holdings Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Enact Holdings Inc APARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:22.13% (0.00%)

Analysis last updated: Thursday, April 18, 2024 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6324	9.07
$α$	0.1947	10.70
$β$	0.4217	8.88
$γ$	0.4591	7.67
$δ$	0.6982	7.10

Estimation Period:
Sep 16, 2021 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts