Assured Guaranty Ltd APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.86% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 9.82 | |
| 0.0439 | 13.42 | |
| 0.9561 | 375.83 | |
| 0.6013 | 11.96 | |
| 1.4380 | 25.84 |
Estimation Period:
Apr 23, 2004 to Feb 6, 2026
Apr 23, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Assured Guaranty Ltd Analyses
Other APARCH Analyses on Equities