V-Lab
Lotte Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:26.29% (-0.89%)
Analysis last updated: Sunday, April 21, 2024 at 12:18 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1567 | 22.47 | |
| 0.1371 | 21.96 | |
| 0.8567 | 243.94 | |
| -0.0198 | -1.97 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024