Erie Indemnity Co GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.32% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0423 | 17.45 | |
| 0.0823 | 25.33 | |
| 0.9094 | 297.08 |
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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