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Hannover Rueck SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.93% (+4.23%)
Analysis last updated: Friday, February 13, 2026 at 08:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hannover Rueck SE S0GARCH
paramt-stat
ω0.93923.24
α0.13159.22
β0.796239.91
γ10.03470.36
γ2-0.0293-0.23
γ3-0.1135-1.47
γ40.28153.38
γ5-0.3387-4.43
γ60.25163.41
γ7-0.1196-1.75
γ80.08311.34
γ9-0.0949-1.47
γ100.06041.23
Estimation Period:
Nov 30, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts