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V-Lab

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.01% (-0.42%)
Analysis last updated: Saturday, February 7, 2026 at 10:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen SGARCH
paramt-stat
ω1.36147.23
α0.11168.30
β0.838549.71
γ10.07755.11
γ2-0.1321-5.58
γ30.08245.02
γ4-0.0387-2.62
γ50.02811.59
γ6-0.0404-1.37
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts