Munich Re Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.28% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5757 | 4.05 | |
| 0.1339 | 3.77 | |
| 0.6310 | 6.35 | |
| -0.6355 | -0.47 | |
| -0.3404 | -0.18 | |
| 3.4402 | 2.97 | |
| -5.0211 | -3.80 | |
| 3.9780 | 3.00 | |
| -2.3094 | -1.87 | |
| 1.0411 | 0.84 | |
| 0.5759 | 0.45 | |
| -1.3524 | -1.17 | |
| 0.4565 | 0.32 |
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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