Lemonade Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:96.06% (+6.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4899 | 7.52 | |
| 0.1529 | 11.46 | |
| 0.8539 | 42.68 | |
| 0.0433 | 2.38 |
Estimation Period:
Jul 3, 2020 to Feb 6, 2026
Jul 3, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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