RLI Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.11% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9154 | 3.32 | |
| 0.1121 | 5.38 | |
| 0.8319 | 23.91 | |
| -0.0473 | -1.07 | |
| 0.0855 | 1.40 | |
| -0.0652 | -2.51 | |
| 0.0501 | 2.55 | |
| -0.0381 | -1.39 | |
| 0.0170 | 0.44 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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