V-Lab: Dun & Bradstreet Holdings Inc GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Dun & Bradstreet Holdings Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:33.18% (-0.01%)

Analysis last updated: Thursday, April 18, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1667	4.02
$α$	0.0808	2.37
$β$	0.5033	4.34
$γ$	-0.0808	-2.47

Estimation Period:
Jul 1, 2020 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts