QBE Insurance Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.46% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8287 | 6.87 | |
| 0.0921 | 6.07 | |
| 0.8121 | 29.51 | |
| 0.0278 | 2.42 | |
| -0.0609 | -3.75 | |
| 0.0666 | 5.83 | |
| -0.0606 | -4.82 | |
| 0.0421 | 2.89 | |
| -0.0363 | -1.10 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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