V-Lab: Lotte Non-Life Insurance Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Lotte Non-Life Insurance Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:105.47% (-5.42%)

Analysis last updated: Tuesday, April 30, 2024 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8529	4.55
$α$	0.1254	8.44
$β$	0.8411	47.82
$γ_{1}$	0.0005	0.01
$γ_{2}$	0.0655	0.61
$γ_{3}$	-0.1628	-2.10
$γ_{4}$	0.0965	1.23
$γ_{5}$	0.0223	0.23
$γ_{6}$	-0.0337	-0.29
$γ_{7}$	0.0244	0.19
$γ_{8}$	0.0686	0.60
$γ_{9}$	-0.2550	-2.05
$γ_{10}$	0.5538	3.32

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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