Axis Capital Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.33% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0508 | 10.45 | |
| 0.0181 | 5.39 | |
| 0.9392 | 398.29 | |
| 0.0682 | 7.79 |
Estimation Period:
Jul 7, 2003 to Feb 6, 2026
Jul 7, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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