Arthur J Gallagher & Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:62.68% (-7.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7069 | 5.90 | |
| 0.1603 | 9.05 | |
| 0.7330 | 30.09 | |
| -0.1615 | -3.28 | |
| 0.2809 | 4.09 | |
| -0.1752 | -4.08 | |
| -0.0013 | -0.03 | |
| 0.1693 | 3.11 | |
| -0.2433 | -4.52 | |
| 0.2286 | 4.21 | |
| -0.1107 | -2.20 | |
| 0.0176 | 0.40 | |
| -0.0193 | -0.61 |
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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