Old Republic International Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.22% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0276 | 6.90 | |
| 0.1148 | 8.14 | |
| 0.8262 | 48.70 | |
| -0.0004 | -0.01 | |
| 0.0298 | 0.68 | |
| -0.1002 | -3.29 | |
| 0.1662 | 6.27 | |
| -0.1684 | -5.43 | |
| 0.1022 | 2.89 | |
| -0.0273 | -0.94 | |
| -0.0075 | -0.33 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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