Cincinnati Financial Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.55% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0458 | 18.87 | |
| 0.0549 | 12.52 | |
| 0.8999 | 318.89 | |
| 0.0615 | 9.90 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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