Donegal Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:93.71% (-7.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7365 | 16.49 | |
| 0.1310 | 16.89 | |
| 0.8329 | 124.04 | |
| -0.0084 | -0.54 |
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Jan 1, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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