Korean Reinsurance Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.25% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8698 | 5.58 | |
| 0.0892 | 8.95 | |
| 0.8383 | 42.09 | |
| 0.0072 | 0.19 | |
| 0.0383 | 0.75 | |
| -0.1519 | -5.01 | |
| 0.1922 | 6.07 | |
| -0.1395 | -3.89 | |
| 0.0456 | 1.18 | |
| 0.0586 | 1.49 | |
| -0.0719 | -1.69 | |
| 0.0440 | 0.73 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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