RLI Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.24% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9374 | 3.39 | |
| 0.1119 | 5.32 | |
| 0.8318 | 23.67 | |
| -0.0444 | -1.01 | |
| 0.0810 | 1.33 | |
| -0.0625 | -2.43 | |
| 0.0485 | 2.69 | |
| -0.0378 | -1.75 | |
| 0.0191 | 1.08 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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