Axis Capital Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.12% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0648 | 17.49 | |
| 0.0387 | 14.73 | |
| 0.8877 | 297.59 | |
| 0.0976 | 12.65 |
Estimation Period:
Jul 1, 2003 to Feb 13, 2026
Jul 1, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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