Assured Guaranty Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.79% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 7.39 | |
| 0.1073 | 19.13 | |
| 0.9928 | 1,123.11 | |
| -0.0575 | -15.03 |
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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