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	param	t-stat
$ω$	3.9540	5.65
$α$	0.0939	46.80
$β$	0.9898	550.21
$ν$	5.7089	11.89

V-Lab

Chubb Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:22.26% (-1.68%)

Date Range:

Parameter Estimates

Other Chubb Ltd Analyses