Chubb Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.80% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0651 | 22.38 | |
| 0.8039 | 122.73 | |
| 0.1150 | 21.80 | |
| 0.0072 | 4.68 | |
| 0.0293 | 5.51 | |
| 0.9686 | 160.36 |
Estimation Period:
Mar 26, 1993 to Feb 6, 2026
Mar 26, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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