Swiss RE Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.54% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 1.16 | |
| 0.0412 | 9.46 | |
| 0.9914 | 386.06 | |
| 0.0228 | 4.17 |
Estimation Period:
Jun 7, 2011 to Feb 6, 2026
Jun 7, 2011 to Feb 6, 2026
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