Aspen Insurance Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.58% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 6.23 | |
| 0.0000 | 0.00 | |
| 0.7554 | 41.05 | |
| 0.4892 | 4.75 |
Estimation Period:
May 8, 2025 to Feb 13, 2026
May 8, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Aspen Insurance Holdings Ltd Analyses
Other GJR-GARCH Analyses on Equities