QBE Insurance Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.14% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1743 | 16.24 | |
| 0.0465 | 17.96 | |
| 0.8658 | 152.29 | |
| 0.0617 | 7.85 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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