Swiss RE Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.45% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7301 | 5.52 | |
| 0.0494 | 2.03 | |
| 0.4522 | 2.71 | |
| 2.6430 | 7.84 | |
| -3.5016 | -6.60 | |
| 1.2582 | 3.16 | |
| -0.1995 | -0.60 | |
| -0.4363 | -1.44 |
Estimation Period:
Jun 7, 2011 to Feb 6, 2026
Jun 7, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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