AMERISAFE Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.09% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0758 | 11.15 | |
| 0.0283 | 10.45 | |
| 0.9343 | 267.39 | |
| 0.0357 | 5.44 |
Estimation Period:
Nov 18, 2005 to Feb 13, 2026
Nov 18, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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