Swiss Re AG Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.99% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0794 | 30.75 | |
| 0.1312 | 33.79 | |
| 0.8000 | 275.95 | |
| 0.0828 | 11.53 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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