Cincinnati Financial Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.01% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7783 | 6.69 | |
| 0.0983 | 9.42 | |
| 0.8568 | 58.67 | |
| -0.0349 | -0.99 | |
| 0.1090 | 2.06 | |
| -0.2123 | -5.41 | |
| 0.2686 | 6.50 | |
| -0.2103 | -4.66 | |
| 0.1158 | 2.50 | |
| -0.0201 | -0.43 | |
| -0.0173 | -0.41 | |
| -0.0913 | -1.24 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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