Hannover Rueck SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.93% (+4.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9392 | 3.24 | |
| 0.1315 | 9.22 | |
| 0.7962 | 39.91 | |
| 0.0347 | 0.36 | |
| -0.0293 | -0.23 | |
| -0.1135 | -1.47 | |
| 0.2815 | 3.38 | |
| -0.3387 | -4.43 | |
| 0.2516 | 3.41 | |
| -0.1196 | -1.75 | |
| 0.0831 | 1.34 | |
| -0.0949 | -1.47 | |
| 0.0604 | 1.23 |
Estimation Period:
Nov 30, 1994 to Feb 6, 2026
Nov 30, 1994 to Feb 6, 2026
News Impact Curve
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