V-Lab
Lotte Chilsung Beverage Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:25.84% (+0.17%)
Analysis last updated: Sunday, April 21, 2024 at 12:18 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6257 | 6.91 | |
| 0.1338 | 9.24 | |
| 0.7869 | 34.37 | |
| -0.0075 | -0.68 | |
| -0.0190 | -1.12 | |
| 0.0420 | 3.40 | |
| -0.0109 | -1.03 | |
| -0.0086 | -1.22 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024
News Impact Curve
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