Pelagos Insurance Capital Ltd EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
31.49%
increased by 0.96%
1 Week
31.97%
increased by 1.44%
1 Month
32.11%
increased by 1.58%
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 | |
|---|---|---|
| 0.9697 | 8.73 | |
| 0.2901 | 9.55 | |
| 0.3132 | 4.22 | |
| -0.0727 | -2.55 |
Estimation Period:
Jun 29, 2023 to May 22, 2026
Jun 29, 2023 to May 22, 2026
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