Essent Group Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.12% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1155 | 9.04 | |
| 0.0610 | 14.45 | |
| 0.9060 | 134.11 |
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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