Delta Insurance Co SAE GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.12% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4412 | 9.93 | |
| 0.2213 | 16.09 | |
| 0.7728 | 94.41 | |
| -0.0603 | -3.20 |
Estimation Period:
Sep 30, 1996 to Jun 4, 2025
Sep 30, 1996 to Jun 4, 2025
News Impact Curve
Volatility Forecasts
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