Assured Guaranty Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.81% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0088 | 1.63 | |
| 0.0516 | 18.80 | |
| 0.9438 | 312.52 | |
| 0.7691 | 15.76 |
Estimation Period:
Apr 23, 2004 to Feb 6, 2026
Apr 23, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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