V-Lab: Enact Holdings Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Enact Holdings Inc APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:22.80% (+0.01%)

Analysis last updated: Wednesday, May 1, 2024 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5744	9.08
$α$	0.1964	10.49
$β$	0.4423	9.58
$γ$	0.4508	7.72
$δ$	0.6302	6.85

Estimation Period:
Sep 16, 2021 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts