Lotte Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:51.08% (-3.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1642 | 24.24 | |
| 0.1365 | 38.53 | |
| 0.8473 | 240.78 | |
| -0.2333 | -5.63 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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