Heritage Insurance Holdings Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:60.46% (-8.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1634 | 10.04 | |
| 0.4775 | 14.14 | |
| 0.1014 | 3.79 | |
| 0.0125 | 0.48 | |
| 0.0099 | 2.09 | |
| 0.9897 | 152.19 |
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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