V-Lab
Lotte Corp EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:29.13% (+2.97%)
Analysis last updated: Wednesday, April 17, 2024 at 10:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1078 | 29.73 | |
| 0.2595 | 38.03 | |
| 0.9491 | 494.60 | |
| 0.0237 | 4.12 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024