V-Lab: Dun & Bradstreet Holdings Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Dun & Bradstreet Holdings Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:29.42% (-0.09%)

Analysis last updated: Tuesday, April 30, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0396	0.09
$β$	0.4203	0.48
$γ$	-0.0396	-0.09
$λ_{1}$	0.0576	0.01
$λ_{2}$	0.0200	0.03
$λ_{3}$	0.9679	0.50

Estimation Period:
Jul 1, 2020 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts