Munich RE Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.49% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0005 | 0.22 | |
| 0.9320 | 139.23 | |
| 0.0695 | 14.33 | |
| 0.0207 | 1.39 | |
| 0.0145 | 1.35 | |
| 0.9757 | 54.60 |
Estimation Period:
Oct 16, 2006 to Feb 6, 2026
Oct 16, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities