Korean Reinsurance Co MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:31.61% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0962 | 26.14 | |
| 0.8160 | 100.49 | |
| -0.0001 | -0.02 | |
| 0.0063 | 3.87 | |
| 0.0208 | 6.61 | |
| 0.9782 | 293.06 |
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 MF2-GARCH Analyses on International Equities