Swiss Re AG GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.47% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1063 | 21.10 | |
| 0.1224 | 34.59 | |
| 0.8442 | 218.71 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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