Hannover Rueck SE Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.18% (+4.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9324 | 3.20 | |
| 0.1314 | 9.23 | |
| 0.7961 | 39.92 | |
| 0.0325 | 0.34 | |
| -0.0230 | -0.18 | |
| -0.1259 | -1.65 | |
| 0.3009 | 3.65 | |
| -0.3618 | -4.76 | |
| 0.2745 | 3.71 | |
| -0.1387 | -2.02 | |
| 0.0983 | 1.54 | |
| -0.1108 | -1.52 | |
| 0.0872 | 0.87 |
Estimation Period:
Nov 30, 1994 to Feb 6, 2026
Nov 30, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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