Munich RE Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.63% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 12.01 | |
| 0.0045 | 2.14 | |
| 0.9522 | 369.20 | |
| 0.0558 | 13.09 |
Estimation Period:
Oct 16, 2006 to Feb 6, 2026
Oct 16, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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