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V-Lab

Munich Re Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.28% (+0.47%)
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 SGARCH
paramt-stat
ω0.57574.05
α0.13393.77
β0.63106.35
γ1-0.6355-0.47
γ2-0.3404-0.18
γ33.44022.97
γ4-5.0211-3.80
γ53.97803.00
γ6-2.3094-1.87
γ71.04110.84
γ80.57590.45
γ9-1.3524-1.17
γ100.45650.32
Estimation Period:
Jun 19, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts