Erie Indemnity Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.58% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 33.8483 | 7.09 | |
| 0.0960 | 106.12 | |
| 0.9990 | 6,986.01 | |
| 3.8849 | 64.18 |
Estimation Period:
Apr 8, 1991 to Feb 6, 2026
Apr 8, 1991 to Feb 6, 2026
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