SiriusPoint Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.86% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0067 | 2.55 | |
| 0.8590 | 72.93 | |
| 0.0987 | 12.44 | |
| 0.0355 | 0.94 | |
| 0.0738 | 2.28 | |
| 0.9187 | 23.71 |
Estimation Period:
Aug 15, 2013 to Feb 6, 2026
Aug 15, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other SiriusPoint Ltd Analyses
Other MF2-GARCH Analyses on Equities