Assured Guaranty Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.16% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 10.06 | |
| 0.0491 | 18.69 | |
| 0.9477 | 340.15 |
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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