QBE Insurance Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:23.77% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8192 | 6.69 | |
| 0.0829 | 5.60 | |
| 0.8393 | 30.43 | |
| 0.0253 | 2.14 | |
| -0.0568 | -3.36 | |
| 0.0631 | 5.14 | |
| -0.0553 | -4.03 | |
| 0.0305 | 2.48 | |
| -0.0062 | -0.70 |
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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