Essent Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.36% (+2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0351 | 5.11 | |
| 0.1105 | 19.09 | |
| 0.9760 | 312.22 | |
| -0.0849 | -13.16 |
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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