V-Lab: Equifax Inc MF2-GARCH Volatility Analysis

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V-Lab

Equifax Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:39.09% (+0.21%)

Analysis last updated: Tuesday, April 30, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0328	13.39
$β$	0.8495	172.35
$γ$	0.0814	15.29
$λ_{1}$	0.0058	1.96
$λ_{2}$	0.0060	2.80
$λ_{3}$	0.9923	495.17

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts