Hannover Rueck SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.00% (-59.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6349 | 36,349,350.00 | |
| 0.6272 | 6,271,730.00 | |
| 0.3728 | 3,728,270.00 | |
| -192.0869 | -1,920,869,000.00 | |
| 371.2572 | 3,712,572,000.00 | |
| 222.3857 | 2,223,857,000.00 | |
| -292.7087 | -2,927,087,000.00 | |
| -431.7829 | -4,317,829,000.00 | |
| 290.7681 | 2,907,681,000.00 |
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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