Federal Insurance EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:40.31% (-2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1157 | 14.33 | |
| 0.2522 | 22.82 | |
| 0.9624 | 273.64 | |
| 0.0060 | 0.64 |
Estimation Period:
Sep 8, 2009 to Feb 5, 2026
Sep 8, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Federal Insurance Analyses
Other EGARCH Analyses on International Equities