Heritage Insurance Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.23% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 3.26 | |
| 0.0102 | 6.08 | |
| 0.9798 | 621.33 | |
| 0.0155 | 3.32 |
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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