V-Lab: Dun & Bradstreet Holdings Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Dun & Bradstreet Holdings Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:28.67% (-0.65%)

Analysis last updated: Monday, May 20, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	4.7607	6.58
$α$	0.0791	2.87
$β$	0.7864	18.37
$ν$	5	0.95

Estimation Period:
Jul 1, 2020 to May 17, 2024