Heritage Insurance Holdings Inc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.66% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0517 | 7.88 | |
| 0.1210 | 17.30 | |
| 0.9839 | 404.88 | |
| -0.0153 | -2.24 |
Estimation Period:
May 26, 2014 to Feb 6, 2026
May 26, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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