Korean Reinsurance Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:35.36% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.9544 | 5.34 | |
| 0.0660 | 52.11 | |
| 0.9948 | 1,037.35 | |
| 5.8579 | 13.07 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
Other Korean Reinsurance Co Analyses
Other GAS-GARCH Student T Analyses on International Equities