Essent Group Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.81% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0050 | -0.55 | |
| 0.0212 | 7.39 | |
| 0.9798 | 412.01 | |
| -0.5418 | -1.38 |
Estimation Period:
Jan 29, 2018 to Feb 6, 2026
Jan 29, 2018 to Feb 6, 2026
News Impact Curve
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