Federal Insurance GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.09% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0842 | 8.04 | |
| 0.0859 | 12.91 | |
| 0.9079 | 166.44 | |
| 0.0089 | 0.62 |
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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