Korean Reinsurance Co AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.95% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 16.38 | |
| 0.0651 | 41.27 | |
| 0.9308 | 617.63 | |
| -0.0259 | -0.51 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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