V-Lab: Equifax Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Equifax Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:29.94% (-0.06%)

Analysis last updated: Monday, May 20, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2607	6.57
$α$	0.0927	6.19
$β$	0.7836	24.84
$γ_{1}$	-0.0435	-1.10
$γ_{2}$	0.1299	2.08
$γ_{3}$	-0.1653	-3.05
$γ_{4}$	0.0687	1.36
$γ_{5}$	0.0906	2.07
$γ_{6}$	-0.1587	-3.51
$γ_{7}$	0.1124	2.01
$γ_{8}$	-0.0050	-0.08
$γ_{9}$	-0.0383	-0.72
$γ_{10}$	-0.0071	-0.17

Estimation Period:
Jan 2, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts