Erie Indemnity Co AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.09% (-3.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1082 | 20.71 | |
| 0.1506 | 41.54 | |
| 0.8293 | 342.53 | |
| 0.1235 | 2.90 |
Estimation Period:
Apr 8, 1991 to Feb 6, 2026
Apr 8, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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