Lotte Tour Development Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:46.63% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5861 | 10.25 | |
| 0.0672 | 12.66 | |
| 0.8709 | 137.46 | |
| 0.0286 | 2.67 |
Estimation Period:
Jun 8, 2006 to Feb 13, 2026
Jun 8, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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