Munich RE Co GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.73% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 11.87 | |
| 0.0407 | 16.50 | |
| 0.9455 | 297.61 |
Estimation Period:
Oct 16, 2006 to Feb 6, 2026
Oct 16, 2006 to Feb 6, 2026
News Impact Curve
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