Hannover Rueck SE MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.17% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0812 | 19.26 | |
| 0.7477 | 91.51 | |
| 0.1131 | 16.09 | |
| 0.0262 | 4.58 | |
| 0.0340 | 5.28 | |
| 0.9581 | 118.18 |
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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