SiriusPoint Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.96% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 9.13 | |
| 0.1289 | 21.16 | |
| 0.9825 | 571.23 | |
| -0.0362 | -5.00 |
Estimation Period:
Aug 15, 2013 to Feb 6, 2026
Aug 15, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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