Essent Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.89% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2946 | 10.66 | |
| 0.3794 | 14.35 | |
| 0.7479 | 30.16 | |
| -0.1034 | -3.38 |
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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