Swiss RE Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.35% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2050 | 6.90 | |
| 0.1035 | 18.75 | |
| 0.8136 | 71.73 |
Estimation Period:
Jun 7, 2011 to Feb 6, 2026
Jun 7, 2011 to Feb 6, 2026
News Impact Curve
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