V-Lab: Dun & Bradstreet Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Dun & Bradstreet Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:29.22% (0.00%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2311	6.96
$α$	0.0000	0.00
$β$	0.0000	0.00
$γ_{1}$	0.8785	2.75
$γ_{2}$	-1.4147	-3.13
$γ_{3}$	0.7505	3.76

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts