Korean Reinsurance Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:33.06% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 14.97 | |
| 0.0617 | 21.34 | |
| 0.9327 | 630.60 | |
| 0.0034 | 0.66 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Korean Reinsurance Co Analyses
Other GJR-GARCH Analyses on International Equities