Travelers Cos Inc/The AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.23% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 6.03 | |
| 0.0626 | 36.02 | |
| 0.9153 | 463.69 | |
| 0.6645 | 13.86 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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