Everest Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.10% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4127 | 5.55 | |
| 0.1254 | 7.55 | |
| 0.7708 | 29.18 | |
| 0.0553 | 1.27 | |
| -0.1498 | -2.27 | |
| 0.1972 | 4.64 | |
| -0.1706 | -4.07 | |
| 0.1017 | 2.39 | |
| -0.0137 | -0.35 | |
| -0.0347 | -1.00 | |
| 0.0068 | 0.25 |
Estimation Period:
Oct 3, 1995 to Feb 6, 2026
Oct 3, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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