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 Tuesday, April 30th, 2024:17.24% (+0.20%)

Analysis last updated: Monday, April 29, 2024 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3576	8.63
$α$	0.1449	11.96
$β$	0.6371	24.16
$γ$	0.1895	4.78

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts