Munich Re Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.46% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5740 | 4.04 | |
| 0.1345 | 3.77 | |
| 0.6324 | 6.45 | |
| -0.6844 | -0.50 | |
| -0.2460 | -0.13 | |
| 3.3410 | 2.88 | |
| -4.9080 | -3.71 | |
| 3.8670 | 2.92 | |
| -2.2173 | -1.80 | |
| 0.9582 | 0.77 | |
| 0.6909 | 0.55 | |
| -1.5860 | -1.51 | |
| 1.0367 | 1.64 |
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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