V-Lab: Enact Holdings Inc GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Enact Holdings Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:23.16% (-0.07%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6863	15.83
$α$	0.1121	6.49
$β$	0.2066	5.39
$γ$	0.2634	4.40

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts