V-Lab
Korean Reinsurance Co EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:24.45% (-0.56%)
Analysis last updated: Wednesday, May 1, 2024 at 10:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 23.02 | |
| 0.1486 | 44.60 | |
| 0.9892 | 1795.33 | |
| -0.0019 | -0.55 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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