Hannover Rueck SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.73% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1169 | 26.00 | |
| 0.0812 | 19.11 | |
| 0.8499 | 265.01 | |
| 0.0758 | 9.03 |
Estimation Period:
Nov 30, 1994 to Feb 13, 2026
Nov 30, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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