V-Lab
Lotte Corp AGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:25.32% (+0.16%)
Analysis last updated: Friday, April 19, 2024 at 11:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1594 | 23.34 | |
| 0.1325 | 37.05 | |
| 0.8511 | 237.21 | |
| -0.2339 | -5.35 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024