Swiss Re AG AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.85% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0869 | 13.35 | |
| 0.1114 | 36.28 | |
| 0.8480 | 245.01 | |
| 0.5511 | 16.99 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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