Lotte Non-Life Insurance Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:63.59% (+14.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.2875 | 4.35 | |
| 0.1075 | 87.72 | |
| 0.9933 | 659.99 | |
| 3.6175 | 46.44 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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