Chubb Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.84% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 17.42 | |
| 0.1904 | 38.23 | |
| 0.9821 | 1,166.35 | |
| -0.0579 | -15.96 |
Estimation Period:
Mar 26, 1993 to Feb 20, 2026
Mar 26, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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