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Korean Reinsurance Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.25% (-1.96%)
Analysis last updated: Friday, February 6, 2026 at 09:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korean Reinsurance Co SGARCH
paramt-stat
ω0.86985.58
α0.08928.95
β0.838342.09
γ10.00720.19
γ20.03830.75
γ3-0.1519-5.01
γ40.19226.07
γ5-0.1395-3.89
γ60.04561.18
γ70.05861.49
γ8-0.0719-1.69
γ90.04400.73
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts