V-Lab: Chubb Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Chubb Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:17.98% (-1.26%)

Analysis last updated: Thursday, May 2, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.2999	5.66
$α$	0.0976	48.69
$β$	0.9907	611.56
$ν$	6	12.07

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