Korean Reinsurance Co MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.91% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0961 | 26.08 | |
| 0.8160 | 100.42 | |
| 0.0000 | 0.00 | |
| 0.0063 | 3.85 | |
| 0.0208 | 6.60 | |
| 0.9783 | 293.24 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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