Korean Reinsurance Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:30.91% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8876 | 5.66 | |
| 0.0897 | 8.97 | |
| 0.8382 | 42.17 | |
| 0.0176 | 0.48 | |
| 0.0193 | 0.38 | |
| -0.1349 | -4.44 | |
| 0.1769 | 5.60 | |
| -0.1286 | -3.61 | |
| 0.0417 | 1.09 | |
| 0.0545 | 1.44 | |
| -0.0577 | -1.58 | |
| 0.0077 | 0.28 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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