Assured Guaranty Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.61% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 4.65 | |
| 0.0091 | 6.12 | |
| 0.9570 | 448.44 | |
| 0.0642 | 13.62 |
Estimation Period:
Apr 23, 2004 to Feb 13, 2026
Apr 23, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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