Essent Group Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.90% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6227 | 12.01 | |
| 0.1934 | 17.47 | |
| 0.5717 | 31.85 | |
| 0.8612 | 9.50 |
Estimation Period:
May 30, 2022 to Feb 6, 2026
May 30, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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