Hannover Rueck SE EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.00% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0434 | 20.45 | |
| 0.1961 | 40.66 | |
| 0.9705 | 760.61 | |
| -0.0513 | -8.90 |
Estimation Period:
Nov 30, 1994 to Feb 6, 2026
Nov 30, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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