ProAssurance Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.68% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1362 | 5.63 | |
| 0.0578 | 8.69 | |
| 0.9407 | 146.54 | |
| -0.0390 | -0.35 | |
| 0.0705 | 0.54 | |
| -0.1291 | -1.25 | |
| 0.1910 | 2.05 | |
| -0.1627 | -1.67 | |
| 0.1897 | 1.74 | |
| -0.2866 | -2.86 | |
| 0.2506 | 3.93 |
Estimation Period:
Sep 4, 1991 to Feb 6, 2026
Sep 4, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ProAssurance Corp Analyses
Other Zero Slope Spline-GARCH Analyses on Equities