Munich Re Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.97% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7049 | 3.12 | |
| 0.0729 | 20.95 | |
| 0.9776 | 129.01 | |
| 2.9688 | 14.98 |
Estimation Period:
Jun 19, 2017 to Feb 6, 2026
Jun 19, 2017 to Feb 6, 2026
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