Chubb Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.74% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4144 | 6.30 | |
| 0.0000 | 0.00 | |
| 0.0420 | 0.37 | |
| 4.4184 | 4.43 | |
| -8.5972 | -4.88 | |
| 6.7141 | 4.14 | |
| -2.8907 | -1.79 | |
| 0.1224 | 0.08 | |
| 0.7263 | 0.37 |
Estimation Period:
Jan 22, 2018 to Feb 13, 2026
Jan 22, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Chubb Ltd Analyses
Other Spline-GARCH Analyses on International Equities