Essent Group Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.94% (+2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 2.12 | |
| 0.0168 | 4.40 | |
| 0.9832 | 242.94 |
Estimation Period:
Jan 29, 2018 to Feb 13, 2026
Jan 29, 2018 to Feb 13, 2026
News Impact Curve
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