Employers Holdings Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.97% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0745 | 4.11 | |
| 0.1880 | 5.52 | |
| 0.6037 | 10.77 | |
| -0.1524 | -1.82 | |
| 0.2448 | 1.83 | |
| -0.1673 | -1.56 | |
| 0.1642 | 2.04 | |
| -0.1875 | -3.15 | |
| 0.2366 | 2.79 |
Estimation Period:
Jan 31, 2007 to Feb 6, 2026
Jan 31, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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