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V-Lab

Hannover Rueck SE Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.66% (+0.07%)
Analysis last updated: Sunday, February 8, 2026 at 12:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Hannover Rueck SE SGARCH
paramt-stat
ω2.160821,607,650.00
α0.55695,568,840.00
β0.44314,431,160.00
γ1-184.9256-1,849,256,000.00
γ2638.78726,387,872,000.00
γ3-945.7905-9,457,905,000.00
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts