Federal Insurance Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:35.46% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4186 | 4.33 | |
| 0.1397 | 8.28 | |
| 0.8330 | 45.34 | |
| -0.3908 | -4.01 | |
| 0.6153 | 3.89 | |
| -0.3633 | -2.99 | |
| 0.2476 | 2.02 | |
| -0.1737 | -1.28 | |
| 0.2161 | 1.20 |
Estimation Period:
Sep 8, 2009 to Feb 5, 2026
Sep 8, 2009 to Feb 5, 2026
News Impact Curve
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