Assured Guaranty Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.82% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7966 | 5.25 | |
| 0.0925 | 5.46 | |
| 0.8471 | 36.88 | |
| 0.5597 | 5.16 | |
| -0.8395 | -4.51 | |
| 0.2071 | 1.37 | |
| 0.1783 | 1.50 | |
| -0.1646 | -1.53 | |
| 0.2275 | 1.83 | |
| -0.3734 | -2.34 | |
| 0.3070 | 1.25 |
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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