Chubb Arabia Cooperative EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.15% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1309 | 11.95 | |
| 0.1815 | 15.51 | |
| 0.9433 | 176.15 | |
| -0.0070 | -1.17 |
Estimation Period:
Aug 1, 2009 to Feb 5, 2026
Aug 1, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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