Arthur J Gallagher & Co EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:59.94% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0369 | 20.65 | |
| 0.2286 | 46.28 | |
| 0.9702 | 647.67 | |
| -0.0562 | -11.31 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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