Essent Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.14% (-3.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6627 | 9.24 | |
| 0.1097 | 4.12 | |
| 0.6063 | 20.19 | |
| 0.1636 | 3.46 |
Estimation Period:
May 30, 2022 to Feb 6, 2026
May 30, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Essent Group Ltd Analyses
Other GJR-GARCH Analyses on International Equities