Swiss RE Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.50% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2092 | 5.93 | |
| 0.0491 | 8.57 | |
| 0.8115 | 49.37 | |
| 0.1119 | 5.95 |
Estimation Period:
Jun 7, 2011 to Feb 6, 2026
Jun 7, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities