Korean Reinsurance Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:35.40% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.9524 | 5.34 | |
| 0.0660 | 52.10 | |
| 0.9948 | 1,037.35 | |
| 5.8610 | 13.05 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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