V-Lab: Equifax Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Equifax Inc APARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:35.87% (-0.82%)

Analysis last updated: Thursday, May 2, 2024 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0460	12.61
$α$	0.0647	24.42
$β$	0.9298	364.07
$γ$	0.3812	14.35
$δ$	1.1220	20.41

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts