V-Lab: Equifax Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Equifax Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:27.31% (-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
$ω$	1.2060	6.38
$α$	0.0923	6.10
$β$	0.7844	24.92
$γ_{1}$	-0.0656	-1.64
$γ_{2}$	0.1649	2.63
$γ_{3}$	-0.1862	-3.45
$γ_{4}$	0.0799	1.59
$γ_{5}$	0.0885	2.02
$γ_{6}$	-0.1639	-3.65
$γ_{7}$	0.1227	2.24
$γ_{8}$	-0.0212	-0.36
$γ_{9}$	-0.0112	-0.17
$γ_{10}$	-0.0639	-0.54

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts