Korean Reinsurance Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.14% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8906 | 5.70 | |
| 0.0898 | 8.97 | |
| 0.8379 | 42.06 | |
| 0.0180 | 0.49 | |
| 0.0191 | 0.38 | |
| -0.1351 | -4.45 | |
| 0.1770 | 5.60 | |
| -0.1286 | -3.61 | |
| 0.0415 | 1.09 | |
| 0.0548 | 1.45 | |
| -0.0580 | -1.59 | |
| 0.0079 | 0.29 |
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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