Assured Guaranty Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:21.62% (+1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.5119 | 4.71 | |
| 0.0707 | 53.15 | |
| 0.9930 | 693.93 | |
| 4.2062 | 21.72 |
Estimation Period:
Apr 23, 2004 to Feb 13, 2026
Apr 23, 2004 to Feb 13, 2026
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