Lotte Chemical Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:54.92% (-3.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2509 | 3.49 | |
| 0.1608 | 29.64 | |
| 0.8930 | 28.67 | |
| -0.0313 | -4.72 |
Estimation Period:
May 30, 1991 to Feb 13, 2026
May 30, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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