Korean Reinsurance Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.70% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 14.96 | |
| 0.0617 | 21.33 | |
| 0.9327 | 630.62 | |
| 0.0034 | 0.67 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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