Erie Indemnity Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.85% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1936 | 6.52 | |
| 0.1241 | 7.78 | |
| 0.7934 | 34.15 | |
| -0.0135 | -1.05 | |
| 0.0557 | 2.77 | |
| -0.0600 | -3.22 | |
| 0.0342 | 1.85 | |
| -0.0288 | -2.41 |
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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