V-Lab: Dun & Bradstreet Holdings Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Dun & Bradstreet Holdings Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:29.61% (-0.04%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0419	0.10
$β$	0.4101	0.56
$γ$	-0.0419	-0.10
$λ_{1}$	0.0595	0.01
$λ_{2}$	0.0187	0.03
$λ_{3}$	0.9689	0.52

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts