Lotte Non-Life Insurance Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:41.88% (-2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.7822 | 4.34 | |
| 0.1067 | 86.67 | |
| 0.9933 | 655.61 | |
| 3.6386 | 45.30 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
Other Lotte Non-Life Insurance Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities