V-Lab: Enact Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Enact Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:18.95% (+2.15%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9732	4.97
$α$	0.1549	2.43
$β$	0.0000	0.00
$γ_{1}$	-0.8077	-2.21
$γ_{2}$	1.1876	2.65

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts