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{type} for {date}

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	param	t-stat
$ω$	0.8531	7.42
$α$	0.1205	6.00
$β$	0.8248	36.63
$γ_{1}$	-0.0745	-1.75
$γ_{2}$	0.1691	2.60
$γ_{3}$	-0.1768	-4.09
$γ_{4}$	0.0809	2.02
$γ_{5}$	0.0568	1.57
$γ_{6}$	-0.1472	-4.19
$γ_{7}$	0.3238	3.30

V-Lab

Chubb Corp/The Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Chubb Corp/The Analyses