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Korean Reinsurance Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:30.91% (-1.23%)
Analysis last updated: Sunday, February 15, 2026 at 01:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korean Reinsurance Co S0GARCH
paramt-stat
ω0.88765.66
α0.08978.97
β0.838242.17
γ10.01760.48
γ20.01930.38
γ3-0.1349-4.44
γ40.17695.60
γ5-0.1286-3.61
γ60.04171.09
γ70.05451.44
γ8-0.0577-1.58
γ90.00770.28
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts