Essent Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.75% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2909 | 5.91 | |
| 0.2018 | 3.40 | |
| 0.2032 | 1.10 | |
| 0.5415 | 3.45 | |
| -0.7102 | -3.65 |
Estimation Period:
May 30, 2022 to Feb 6, 2026
May 30, 2022 to Feb 6, 2026
News Impact Curve
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