Axis Capital Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.91% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0383 | 12.78 | |
| 0.8297 | 140.47 | |
| 0.1369 | 25.23 | |
| 0.0161 | 4.52 | |
| 0.0292 | 5.44 | |
| 0.9643 | 141.97 |
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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