Axis Capital Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.17% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9839 | 5.33 | |
| 0.1056 | 7.73 | |
| 0.8474 | 45.57 | |
| -0.0124 | -1.16 | |
| 0.0337 | 2.22 | |
| -0.0408 | -2.84 |
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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