Lotte Non-Life Insurance Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:47.29% (+6.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8952 | 5.96 | |
| 0.1203 | 8.02 | |
| 0.8478 | 44.66 | |
| 0.0436 | 2.23 | |
| -0.0923 | -2.96 | |
| 0.0577 | 2.40 | |
| 0.0085 | 0.34 | |
| -0.0144 | -0.48 | |
| -0.0124 | -0.50 |
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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