Essent Group Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.04% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5177 | 6.66 | |
| 0.1464 | 12.71 | |
| 0.6895 | 21.30 |
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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