Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.52% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 16.17 | |
| 0.1531 | 34.01 | |
| 0.9784 | 984.26 | |
| -0.0464 | -10.32 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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