Hannover Rueck SE EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.51% (-5.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0635 | 3.72 | |
| 0.2575 | 21.60 | |
| 0.9533 | 110.48 | |
| -0.1222 | -8.76 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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