Reinsurance Group of America Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.09% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1129 | 19.18 | |
| 0.0679 | 15.60 | |
| 0.8521 | 236.95 | |
| 0.1012 | 13.31 |
Estimation Period:
May 5, 1993 to Feb 6, 2026
May 5, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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