Korean Reinsurance Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.58% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8723 | 5.59 | |
| 0.0893 | 8.98 | |
| 0.8384 | 42.22 | |
| 0.0083 | 0.23 | |
| 0.0361 | 0.71 | |
| -0.1499 | -4.97 | |
| 0.1915 | 6.08 | |
| -0.1406 | -3.94 | |
| 0.0481 | 1.25 | |
| 0.0567 | 1.45 | |
| -0.0725 | -1.72 | |
| 0.0489 | 0.81 |
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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