Safety Insurance Group Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.30% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0681 | 11.15 | |
| 0.0898 | 7.15 | |
| 0.8436 | 38.54 | |
| -0.0210 | -3.16 | |
| 0.0403 | 3.67 | |
| -0.0298 | -2.63 |
Estimation Period:
Nov 22, 2002 to Feb 13, 2026
Nov 22, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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