Korean Reinsurance Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.93% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0962 | 26.14 | |
| 0.8160 | 100.47 | |
| -0.0001 | -0.01 | |
| 0.0063 | 3.86 | |
| 0.0208 | 6.60 | |
| 0.9782 | 293.06 |
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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