Helvetia Baloise Holding AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.44% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0750 | 4.11 | |
| 0.0416 | 5.38 | |
| 0.8802 | 37.14 | |
| 0.0493 | 1.44 |
Estimation Period:
May 16, 2014 to Feb 13, 2026
May 16, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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