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 Wednesday, April 24th, 2024:20.76% (-1.37%)

Analysis last updated: Tuesday, April 23, 2024 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6505	9.28
$α$	0.1994	11.11
$β$	0.4127	8.74
$γ$	0.4375	7.58
$δ$	0.7329	7.44

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts