RLI Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.10% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1628 | 10.07 | |
| 0.1068 | 17.18 | |
| 0.8339 | 77.50 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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