Safety Insurance Group Inc GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.97% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0641 | 18.36 | |
| 0.0730 | 28.68 | |
| 0.9033 | 287.66 |
Estimation Period:
Nov 22, 2002 to Feb 6, 2026
Nov 22, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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