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	param	t-stat
$m$	61
$α$	0.0649	22.41
$β$	0.8041	122.78
$γ$	0.1149	21.80
$λ_{1}$	0.0072	4.67
$λ_{2}$	0.0293	5.52
$λ_{3}$	0.9686	160.55

V-Lab

Chubb Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:20.61% (-1.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Chubb Ltd Analyses