Assured Guaranty Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.85% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7896 | 5.20 | |
| 0.0923 | 5.45 | |
| 0.8477 | 36.96 | |
| 0.5499 | 5.06 | |
| -0.8238 | -4.42 | |
| 0.1986 | 1.31 | |
| 0.1803 | 1.52 | |
| -0.1619 | -1.51 | |
| 0.2216 | 1.88 | |
| -0.3626 | -2.80 | |
| 0.2823 | 2.74 |
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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