Pelagos Insurance Capital Ltd AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
30.27%
decreased by 0.22%
1 Week
31.70%
increased by 1.21%
1 Month
32.02%
increased by 1.53%
Analysis last updated: Friday, May 22, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5385 | 25.72 | |
| 0.1340 | 7.32 | |
| 0.0000 | 0.00 | |
| 0.2361 | 0.87 |
Estimation Period:
Jun 29, 2023 to May 22, 2026
Jun 29, 2023 to May 22, 2026
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