Hannover Rueck SE Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.66% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1608 | 21,607,650.00 | |
| 0.5569 | 5,568,840.00 | |
| 0.4431 | 4,431,160.00 | |
| -184.9256 | -1,849,256,000.00 | |
| 638.7872 | 6,387,872,000.00 | |
| -945.7905 | -9,457,905,000.00 |
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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