V-Lab
Chubb Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:17.40% (-0.65%)
Analysis last updated: Monday, April 22, 2024 at 09:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0464 | 16.47 | |
| 0.0647 | 20.86 | |
| 0.8797 | 385.14 | |
| 0.1011 | 13.62 |
Estimation Period:
Mar 26, 1993 to Apr 19, 2024
Mar 26, 1993 to Apr 19, 2024