Chubb Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.52% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0496 | 23.45 | |
| 0.1087 | 45.45 | |
| 0.8801 | 362.80 |
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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