Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.01% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3614 | 7.23 | |
| 0.1116 | 8.30 | |
| 0.8385 | 49.71 | |
| 0.0775 | 5.11 | |
| -0.1321 | -5.58 | |
| 0.0824 | 5.02 | |
| -0.0387 | -2.62 | |
| 0.0281 | 1.59 | |
| -0.0404 | -1.37 |
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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