Federal Insurance MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:34.48% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0757 | 14.74 | |
| 0.9124 | 156.87 | |
| 0.0181 | 2.26 | |
| 7.8863 | 1.65 | |
| 0.0000 | 0.00 | |
| 0.7173 | 3.68 |
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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