Swiss Re AG MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.88% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0599 | 18.01 | |
| 0.8325 | 184.59 | |
| 0.1159 | 20.14 | |
| 0.0124 | 5.21 | |
| 0.0056 | 3.90 | |
| 0.9900 | 462.21 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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