V-Lab: Equifax Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Equifax Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:35.91% (+0.31%)

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
$ω$	1.2939	6.68
$α$	0.0916	6.17
$β$	0.7867	25.16
$γ_{1}$	-0.0346	-0.87
$γ_{2}$	0.1174	1.86
$γ_{3}$	-0.1596	-2.91
$γ_{4}$	0.0649	1.27
$γ_{5}$	0.0915	2.08
$γ_{6}$	-0.1558	-3.42
$γ_{7}$	0.1076	1.93
$γ_{8}$	-0.0027	-0.05
$γ_{9}$	-0.0356	-0.65
$γ_{10}$	-0.0112	-0.25

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts