V-Lab: Enact Holdings Inc Asy. MEM Volatility Analysis

V-Lab

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V-Lab

Enact Holdings Inc Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:17.71% (-0.31%)

Analysis last updated: Wednesday, April 24, 2024 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3790	8.67
$α$	0.1334	11.46
$β$	0.6404	23.98
$γ$	0.1890	4.86

Estimation Period:
Sep 16, 2021 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts