Hiscox Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.15% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1162 | 17.43 | |
| 0.0607 | 14.34 | |
| 0.8701 | 165.04 | |
| 0.0718 | 7.66 |
Estimation Period:
Jun 30, 1995 to Feb 13, 2026
Jun 30, 1995 to Feb 13, 2026
News Impact Curve
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