Munich Re Co AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.69% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1888 | 12.58 | |
| 0.1320 | 15.67 | |
| 0.7738 | 73.88 | |
| 0.4241 | 7.23 |
Estimation Period:
Jun 19, 2017 to Feb 6, 2026
Jun 19, 2017 to Feb 6, 2026
News Impact Curve
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