Chubb Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.33% (+4.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0430 | 2.60 | |
| 0.0652 | 4.86 | |
| 0.9788 | 125.92 | |
| -0.1071 | -6.01 |
Estimation Period:
Jan 22, 2018 to Feb 13, 2026
Jan 22, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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