V-Lab: LOTTE Fine Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

LOTTE Fine Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:26.32% (-0.97%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4215	1.40
$α$	0.0958	7.79
$β$	0.8467	45.11
$γ_{1}$	0.5269	3.01
$γ_{2}$	-0.6624	-2.95
$γ_{3}$	0.0650	0.71
$γ_{4}$	0.0868	1.30
$γ_{5}$	0.0413	0.70
$γ_{6}$	-0.1439	-2.54
$γ_{7}$	0.1522	2.57
$γ_{8}$	-0.0514	-0.84
$γ_{9}$	-0.0798	-1.42
$γ_{10}$	0.1010	2.78

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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