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Korean Reinsurance Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.19% (+0.37%)
Analysis last updated: Saturday, February 21, 2026 at 10:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korean Reinsurance Co S0GARCH
paramt-stat
ω0.88695.64
α0.08968.97
β0.838642.37
γ10.01780.48
γ20.01900.37
γ3-0.1348-4.43
γ40.17725.61
γ5-0.1298-3.64
γ60.04371.14
γ70.05291.39
γ8-0.0573-1.57
γ90.00790.29
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts