V-Lab: Enact Holdings Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Enact Holdings Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:17.81% (+3.13%)

Analysis last updated: Monday, May 20, 2024 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1815	8.56
$α$	0.2673	15.51
$β$	0.6092	18.82
$γ$	0.1576	7.57
$δ$	0.5000	4.48

Estimation Period:
Sep 16, 2021 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts