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	param	t-stat
$ω$	0.0481	18.43
$α$	0.0626	21.05
$β$	0.8850	394.90
$γ$	0.0889	12.88

V-Lab

Chubb Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:22.74% (-1.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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