Essent Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.39% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5922 | 6.52 | |
| 0.0886 | 14.35 | |
| 0.9590 | 141.03 | |
| 5.5624 | 3.90 |
Estimation Period:
Oct 31, 2013 to Feb 6, 2026
Oct 31, 2013 to Feb 6, 2026
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