Lotte Non-Life Insurance Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:154.32% (+110.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2277 | 17.33 | |
| 0.1277 | 19.95 | |
| 0.8654 | 237.08 | |
| -0.0061 | -0.61 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Lotte Non-Life Insurance Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities