Munich Re Co EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.52% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0357 | 7.26 | |
| 0.1107 | 15.22 | |
| 0.9671 | 317.28 | |
| -0.0668 | -7.93 |
Estimation Period:
Jun 19, 2017 to Feb 6, 2026
Jun 19, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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