RLI Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.46% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0493 | 13.66 | |
| 0.8557 | 75.64 | |
| 0.0811 | 12.27 | |
| 2.6831 | 0.04 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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