Chubb Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:24.86% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0480 | 18.43 | |
| 0.0625 | 21.10 | |
| 0.8851 | 395.67 | |
| 0.0888 | 12.89 |
Estimation Period:
Mar 26, 1993 to Feb 13, 2026
Mar 26, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities