Hannover Rueck SE GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.88% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5697 | 6.32 | |
| 0.0955 | 31.50 | |
| 0.9767 | 259.49 | |
| 4.6573 | 10.39 |
Estimation Period:
Nov 30, 1994 to Feb 13, 2026
Nov 30, 1994 to Feb 13, 2026
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