Lotte Corp AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:48.82% (-3.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1649 | 24.28 | |
| 0.1367 | 38.42 | |
| 0.8470 | 239.73 | |
| -0.2319 | -5.60 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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