V-Lab
Chubb Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:19.34% (-0.94%)
Analysis last updated: Thursday, May 2, 2024 at 10:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0466 | 16.52 | |
| 0.0647 | 20.86 | |
| 0.8797 | 385.14 | |
| 0.1011 | 13.61 |
Estimation Period:
Mar 26, 1993 to Apr 26, 2024
Mar 26, 1993 to Apr 26, 2024