Korean Reinsurance Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.68% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.8952 | 5.33 | |
| 0.0656 | 52.31 | |
| 0.9949 | 1,041.73 | |
| 5.8376 | 13.17 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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