Donegal Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.15% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0680 | 15.57 | |
| 0.0553 | 11.84 | |
| 0.9119 | 313.90 | |
| 0.0408 | 4.78 |
Estimation Period:
May 3, 2001 to Feb 6, 2026
May 3, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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