V-Lab: Dun & Bradstreet Holdings Inc GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Dun & Bradstreet Holdings Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:33.21% (-0.25%)

Analysis last updated: Monday, April 29, 2024 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0882	4.15
$α$	0.0852	2.49
$β$	0.5143	4.69
$γ$	-0.0848	-2.58

Estimation Period:
Jul 1, 2020 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts