Essent Group Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.70% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0553 | 4.13 | |
| 0.0724 | 28.16 | |
| 0.8791 | 224.14 | |
| 1.3185 | 15.60 |
Estimation Period:
Oct 31, 2013 to Feb 6, 2026
Oct 31, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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