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V-Lab

Korean Reinsurance Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.58% (+0.34%)
Analysis last updated: Saturday, February 21, 2026 at 10:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korean Reinsurance Co SGARCH
paramt-stat
ω0.87235.59
α0.08938.98
β0.838442.22
γ10.00830.23
γ20.03610.71
γ3-0.1499-4.97
γ40.19156.08
γ5-0.1406-3.94
γ60.04811.25
γ70.05671.45
γ8-0.0725-1.72
γ90.04890.81
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts