V-Lab: Chubb Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Chubb Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:16.06% (-0.64%)

Analysis last updated: Thursday, May 2, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0375	24.10
$α$	0.1854	62.59
$β$	0.8136	276.65
$γ$	0.1064	15.62
$δ$	1.3544	30.75

Estimation Period:
Mar 26, 1993 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts