Federal Insurance GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:34.55% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0851 | 8.24 | |
| 0.0889 | 19.51 | |
| 0.9085 | 165.99 |
Estimation Period:
Sep 8, 2009 to Feb 5, 2026
Sep 8, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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