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V-Lab

Hannover Rueck SE Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.18% (+4.17%)
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 SGARCH
paramt-stat
ω0.93243.20
α0.13149.23
β0.796139.92
γ10.03250.34
γ2-0.0230-0.18
γ3-0.1259-1.65
γ40.30093.65
γ5-0.3618-4.76
γ60.27453.71
γ7-0.1387-2.02
γ80.09831.54
γ9-0.1108-1.52
γ100.08720.87
Estimation Period:
Nov 30, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts