Chubb Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.16% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9479 | 5.63 | |
| 0.0938 | 46.83 | |
| 0.9899 | 550.22 | |
| 5.7000 | 11.91 |
Estimation Period:
Mar 26, 1993 to Feb 6, 2026
Mar 26, 1993 to Feb 6, 2026
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