SiriusPoint Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.15% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7763 | 4.20 | |
| 0.0736 | 14.20 | |
| 0.9746 | 153.91 | |
| 4.8408 | 4.59 |
Estimation Period:
Aug 15, 2013 to Feb 6, 2026
Aug 15, 2013 to Feb 6, 2026
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