Travelers Cos Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.60% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0397 | 14.27 | |
| 0.0262 | 13.72 | |
| 0.9241 | 485.83 | |
| 0.0699 | 11.99 |
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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