Travelers Cos Inc/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.63% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9557 | 7.13 | |
| 0.0861 | 8.75 | |
| 0.8541 | 54.50 | |
| 0.0299 | 1.24 | |
| 0.0006 | 0.02 | |
| -0.1082 | -3.19 | |
| 0.1424 | 4.48 | |
| -0.1206 | -4.02 | |
| 0.1126 | 3.29 | |
| -0.0750 | -2.32 | |
| 0.0135 | 0.58 |
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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