Swiss RE Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.83% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6980 | 5.51 | |
| 0.0573 | 2.26 | |
| 0.4418 | 2.88 | |
| 2.6038 | 7.62 | |
| -3.4226 | -6.26 | |
| 1.1426 | 2.51 | |
| 0.0559 | 0.10 | |
| -1.1590 | -1.00 |
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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