Swiss Re AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.64% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 10.09 | |
| 0.1955 | 43.68 | |
| 0.9665 | 451.00 | |
| -0.0668 | -10.66 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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