Swiss Life Holding GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.25% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6681 | 5.09 | |
| 0.0000 | 0.00 | |
| 0.4370 | 4.84 | |
| 0.1747 | 1.84 |
Estimation Period:
May 15, 2025 to Jan 30, 2026
May 15, 2025 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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