Donegal Group Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.23% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9011 | 5.78 | |
| 0.0891 | 32.66 | |
| 0.9799 | 298.20 | |
| 4.2480 | 12.33 |
Estimation Period:
May 3, 2001 to Feb 6, 2026
May 3, 2001 to Feb 6, 2026
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