Essent Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.16% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 4.48 | |
| 0.0681 | 5.09 | |
| 0.9891 | 260.90 | |
| -0.0155 | -0.90 |
Estimation Period:
Jan 29, 2018 to Feb 6, 2026
Jan 29, 2018 to Feb 6, 2026
News Impact Curve
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