V-Lab: Equifax Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Equifax Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:34.26% (+0.34%)

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
$ω$	1.2052	6.37
$α$	0.0920	6.12
$β$	0.7857	25.14
$γ_{1}$	-0.0665	-1.65
$γ_{2}$	0.1662	2.63
$γ_{3}$	-0.1864	-3.43
$γ_{4}$	0.0782	1.55
$γ_{5}$	0.0906	2.07
$γ_{6}$	-0.1639	-3.63
$γ_{7}$	0.1195	2.18
$γ_{8}$	-0.0163	-0.27
$γ_{9}$	-0.0166	-0.24
$γ_{10}$	-0.0497	-0.41

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts