SiriusPoint Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.07% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 7.47 | |
| 0.0162 | 7.87 | |
| 0.9565 | 421.37 | |
| 0.0395 | 8.44 |
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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