Axis Capital Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.95% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2239 | 5.24 | |
| 0.1101 | 7.80 | |
| 0.8342 | 41.04 | |
| 0.0530 | 1.78 | |
| -0.1001 | -2.42 | |
| 0.1077 | 4.23 | |
| -0.0895 | -3.66 | |
| 0.0286 | 1.51 |
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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