Chubb Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.52% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4119 | 6.29 | |
| 0.0000 | 0.00 | |
| 0.0425 | 0.38 | |
| 4.4089 | 4.42 | |
| -8.5911 | -4.88 | |
| 6.7427 | 4.19 | |
| -2.9913 | -1.90 | |
| 0.3762 | 0.27 | |
| 0.1120 | 0.13 |
Estimation Period:
Jan 22, 2018 to Feb 13, 2026
Jan 22, 2018 to Feb 13, 2026
News Impact Curve
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