Munich RE Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.68% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0269 | 7.97 | |
| 0.0404 | 4.12 | |
| 0.9451 | 72.49 | |
| 0.0020 | 0.92 |
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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