Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.51% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3404 | 7.08 | |
| 0.1119 | 8.38 | |
| 0.8392 | 50.53 | |
| 0.0744 | 4.87 | |
| -0.1268 | -5.31 | |
| 0.0777 | 4.73 | |
| -0.0327 | -2.29 | |
| 0.0181 | 1.25 | |
| -0.0175 | -1.61 |
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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