Lotte Chemical Corp AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:61.50% (-3.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5893 | 7.94 | |
| 0.0915 | 26.60 | |
| 0.8467 | 156.85 | |
| 0.6129 | 11.93 |
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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