Swiss RE Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.32% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3732 | 2.78 | |
| 0.0885 | 14.38 | |
| 0.9737 | 103.71 | |
| 4.0948 | 5.23 |
Estimation Period:
Jun 7, 2011 to Feb 13, 2026
Jun 7, 2011 to Feb 13, 2026
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