Munich Re Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.74% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1977 | 14.45 | |
| 0.0943 | 6.90 | |
| 0.7786 | 71.59 | |
| 0.0760 | 3.57 |
Estimation Period:
Jun 19, 2017 to Feb 6, 2026
Jun 19, 2017 to Feb 6, 2026
News Impact Curve
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