Lotte Energy Materials Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:75.61% (-3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3903 | 10.04 | |
| 0.0375 | 12.14 | |
| 0.9079 | 153.38 | |
| 0.0427 | 3.96 |
Estimation Period:
Mar 4, 2011 to Feb 20, 2026
Mar 4, 2011 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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