Hannover Rueck SE MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.45% (-3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0064 | 0.01 | |
| 0.8608 | 4.68 | |
| 0.1458 | 0.06 | |
| 0.0160 | 0.00 | |
| 0.1373 | 0.03 | |
| 0.8627 | 0.14 |
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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