Chubb Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.50% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 20.74 | |
| 0.1080 | 40.56 | |
| 0.8920 | 369.34 | |
| 0.2557 | 16.90 | |
| 1.5524 | 30.65 |
Estimation Period:
Mar 26, 1993 to Feb 20, 2026
Mar 26, 1993 to Feb 20, 2026
News Impact Curve
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