RLI Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.27% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0483 | 10.28 | |
| 0.1603 | 20.82 | |
| 0.9648 | 279.89 | |
| -0.0560 | -8.59 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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