V-Lab: Enact Holdings Inc GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Enact Holdings Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:18.28% (-0.33%)

Analysis last updated: Wednesday, April 24, 2024 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	3.4478	13.14
$α$	0.0229	14.28
$β$	0.9990	1629.69
$ν$	5	14.43

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