Munich RE Co EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.37% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 4.75 | |
| 0.0631 | 17.06 | |
| 0.9839 | 517.04 | |
| -0.0663 | -16.43 |
Estimation Period:
Oct 16, 2006 to Feb 6, 2026
Oct 16, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities