Lotte Tour Development Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:46.26% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5878 | 10.25 | |
| 0.0673 | 12.66 | |
| 0.8706 | 137.08 | |
| 0.0288 | 2.68 |
Estimation Period:
Jun 8, 2006 to Feb 20, 2026
Jun 8, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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