Swiss Re AG Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.01% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0605 | 7.13 | |
| 0.1252 | 8.35 | |
| 0.8423 | 53.42 | |
| 0.0011 | 1.49 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities