Arthur J Gallagher & Co MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.62% (-12.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1148 | 20.59 | |
| 0.6174 | 57.68 | |
| 0.1417 | 13.83 | |
| 0.0706 | 2.01 | |
| 0.1911 | 2.60 | |
| 0.7817 | 8.90 |
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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