MGIC Investment Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.76% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 8.71 | |
| 0.0147 | 9.61 | |
| 0.9550 | 639.19 | |
| 0.0558 | 14.61 |
Estimation Period:
Aug 7, 1991 to Feb 6, 2026
Aug 7, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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