Arthur J Gallagher & Co Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:59.79% (-4.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6559 | 5.44 | |
| 0.1615 | 9.07 | |
| 0.7280 | 29.38 | |
| -0.1881 | -3.71 | |
| 0.3193 | 4.54 | |
| -0.1907 | -4.45 | |
| -0.0005 | -0.01 | |
| 0.1790 | 3.32 | |
| -0.2562 | -4.79 | |
| 0.2370 | 4.40 | |
| -0.1071 | -2.14 | |
| -0.0091 | -0.20 | |
| 0.0631 | 0.99 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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