Korean Reinsurance Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.19% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8869 | 5.64 | |
| 0.0896 | 8.97 | |
| 0.8386 | 42.37 | |
| 0.0178 | 0.48 | |
| 0.0190 | 0.37 | |
| -0.1348 | -4.43 | |
| 0.1772 | 5.61 | |
| -0.1298 | -3.64 | |
| 0.0437 | 1.14 | |
| 0.0529 | 1.39 | |
| -0.0573 | -1.57 | |
| 0.0079 | 0.29 |
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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