SiriusPoint Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.14% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6121 | 10.38 | |
| 0.0765 | 5.36 | |
| 0.8682 | 35.09 | |
| -0.0068 | -4.74 |
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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