Travelers Cos Inc/The GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.89% (+2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0441 | 21.53 | |
| 0.0660 | 33.33 | |
| 0.9163 | 406.52 |
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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