ProAssurance Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.09% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0110 | 11.68 | |
| 0.0305 | 15.24 | |
| 0.9534 | 690.85 | |
| 0.0323 | 9.97 |
Estimation Period:
Sep 4, 1991 to Feb 6, 2026
Sep 4, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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