Assured Guaranty Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.81% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0145 | 6.33 | |
| 0.8167 | 111.69 | |
| 0.1497 | 19.06 | |
| 0.4972 | 3.02 | |
| 0.9312 | 4.65 | |
| 0.0000 | 0.00 |
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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