Chubb Arabia Cooperative GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.96% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2430 | 12.22 | |
| 0.0757 | 17.66 | |
| 0.8853 | 132.58 |
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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