Allstate Corp/The MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.01% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0283 | 10.53 | |
| 0.8755 | 165.31 | |
| 0.0910 | 16.81 | |
| 0.0117 | 3.39 | |
| 0.0259 | 4.65 | |
| 0.9700 | 152.92 |
Estimation Period:
Jun 3, 1993 to Feb 6, 2026
Jun 3, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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