Korean Reinsurance Co EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:34.53% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 24.90 | |
| 0.1454 | 45.49 | |
| 0.9890 | 1,869.58 | |
| -0.0012 | -0.35 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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