Safety Insurance Group Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.03% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7486 | 8.13 | |
| 0.0841 | 24.51 | |
| 0.9722 | 265.76 | |
| 5.5894 | 6.44 |
Estimation Period:
Nov 22, 2002 to Feb 6, 2026
Nov 22, 2002 to Feb 6, 2026
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