V-Lab: Lotte Tour Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Lotte Tour Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:59.90% (-1.60%)

Analysis last updated: Sunday, April 21, 2024 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9513	2.98
$α$	0.1478	5.36
$β$	0.6577	10.70
$γ_{1}$	-0.0053	-0.02
$γ_{2}$	-0.2704	-0.58
$γ_{3}$	0.5670	2.00
$γ_{4}$	-0.2544	-0.86
$γ_{5}$	-0.4171	-1.16
$γ_{6}$	0.8605	1.66
$γ_{7}$	-0.8603	-1.46
$γ_{8}$	0.5148	1.06
$γ_{9}$	-0.0240	-0.08
$γ_{10}$	-0.2029	-1.04

Estimation Period:
Jun 8, 2006 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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