Chubb Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.30% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0296 | 9.22 | |
| 0.0940 | 41.51 | |
| 0.8932 | 402.90 | |
| 0.4801 | 15.57 |
Estimation Period:
Mar 26, 1993 to Feb 13, 2026
Mar 26, 1993 to Feb 13, 2026
News Impact Curve
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