Swiss Re AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.39% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0840 | 5.42 | |
| 0.0870 | 41.32 | |
| 0.9849 | 334.09 | |
| 4.7209 | 12.48 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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