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

V-Lab

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V-Lab

Dun & Bradstreet Holdings Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:22.76% (+2.31%)

Analysis last updated: Tuesday, April 30, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0658	6.98
$α$	0.0498	1.35
$β$	0.4539	1.16
$γ_{1}$	0.2963	1.61
$γ_{2}$	-0.8467	-2.28

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts