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	param	t-stat
$ω$	0.0480	18.43
$α$	0.0625	21.10
$β$	0.8851	395.67
$γ$	0.0888	12.89

V-Lab

Chubb Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:24.59% (+3.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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