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Korean Reinsurance Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.14% (-1.39%)
Analysis last updated: Friday, February 13, 2026 at 10:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korean Reinsurance Co S0GARCH
paramt-stat
ω0.89065.70
α0.08988.97
β0.837942.06
γ10.01800.49
γ20.01910.38
γ3-0.1351-4.45
γ40.17705.60
γ5-0.1286-3.61
γ60.04151.09
γ70.05481.45
γ8-0.0580-1.59
γ90.00790.29
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts