Erie Indemnity Co Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:37.14% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1691 | 6.48 | |
| 0.1224 | 7.77 | |
| 0.7962 | 34.60 | |
| -0.0149 | -1.16 | |
| 0.0581 | 2.92 | |
| -0.0623 | -3.47 | |
| 0.0378 | 2.17 | |
| -0.0360 | -1.76 |
Estimation Period:
Apr 8, 1991 to Feb 13, 2026
Apr 8, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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