E-L Financial Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.58% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1002 | 17.67 | |
| 0.1057 | 19.38 | |
| 0.8720 | 242.96 | |
| 0.0145 | 1.44 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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