V-Lab: Enact Holdings Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Enact Holdings Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:14.63% (0.00%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1141	7.79
$α$	0.1532	2.44
$β$	0.0040	0.03
$γ_{1}$	-0.2381	-1.45

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts