Heritage Insurance Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:60.75% (-6.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5918 | 5.33 | |
| 0.2096 | 3.69 | |
| 0.4706 | 3.20 | |
| -0.0140 | -0.06 | |
| -0.1705 | -0.44 | |
| 0.3494 | 1.50 | |
| 0.0119 | 0.08 | |
| -0.5063 | -3.49 | |
| 0.4339 | 3.56 |
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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