Chubb Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.62% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 4.34 | |
| 0.0000 | 0.00 | |
| 0.9555 | 168.16 | |
| 0.0711 | 4.86 |
Estimation Period:
Jan 22, 2018 to Feb 6, 2026
Jan 22, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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