Chubb Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.01% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0765 | 7.94 | |
| 0.1242 | 10.55 | |
| 0.8123 | 44.75 | |
| 0.0993 | 3.52 | |
| -0.2021 | -4.51 | |
| 0.1697 | 5.67 | |
| -0.1197 | -4.78 | |
| 0.1076 | 4.45 | |
| -0.0713 | -3.09 | |
| 0.0128 | 0.75 |
Estimation Period:
Mar 26, 1993 to Feb 6, 2026
Mar 26, 1993 to Feb 6, 2026
News Impact Curve
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