Chubb Arabia Cooperative GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.61% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2419 | 12.13 | |
| 0.0733 | 11.17 | |
| 0.8857 | 132.72 | |
| 0.0047 | 0.47 |
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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