Essent Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.19% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1028 | 10.45 | |
| 0.0101 | 3.20 | |
| 0.9177 | 222.32 | |
| 0.0870 | 10.15 |
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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