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V-Lab

Munich Re Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.46% (+0.44%)
Analysis last updated: Saturday, February 7, 2026 at 08:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Munich Re Co S0GARCH
paramt-stat
ω0.57404.04
α0.13453.77
β0.63246.45
γ1-0.6844-0.50
γ2-0.2460-0.13
γ33.34102.88
γ4-4.9080-3.71
γ53.86702.92
γ6-2.2173-1.80
γ70.95820.77
γ80.69090.55
γ9-1.5860-1.51
γ101.03671.64
Estimation Period:
Jun 19, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts