Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.81% (+1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1729 | 4.19 | |
| 0.0710 | 40.01 | |
| 0.9894 | 363.07 | |
| 4.6641 | 11.27 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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