Progressive Life Insurance GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.50% (+3.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1220 | 9.94 | |
| 0.0815 | 19.54 | |
| 0.8942 | 267.73 | |
| 0.0472 | 4.46 |
Estimation Period:
Oct 3, 2008 to Feb 5, 2026
Oct 3, 2008 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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