Swiss Re AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.40% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1100 | 19.17 | |
| 0.0585 | 16.06 | |
| 0.8485 | 245.17 | |
| 0.1145 | 10.93 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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